Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Total PnL Day Low Metric
Collapse
X
-
Total PnL Day Low Metric
I’m trying to get a very simple metric (imo) and I don’t know how to do it. It’s not the max drawdown that I see on the trade performance window. As I I understand, max drawdown calculates it from a peak. I’m trying to see the lowest point of my account at any given day relative to the starting net liquidation of the day. The lowest point in Total PnL (realized and unrealized). So if I start with $10,000 and my net liquidation (realized or unrealized) gets to $9,000 at its lowest through out the day, I want to see that metric. In this case, the metric would show: -$1,000. The name would probably be Max Daily Account drawdown? Or Min Account Bal? I hope somebody can help me because this is for me essential.Tags: None
-
Hello Zuboshi08,
Welcome to the NinjaTrader forums!
I'm not certain that this already exists, but it is possible to make custom metric scripts with your own logic.
Below is a link to the help guide.
As well as an example custom performance metric script.
Is it possible to access the Optimization Context from within an Optimizing Strategy. I need to record some metadata related to the optimization, I was hoping
The net liquidation you will likely need to calculate yourself as well.
Chelsea B.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by love2code2trade, Today, 01:45 PM
|
1 response
8 views
0 likes
|
Last Post Today, 02:10 PM | ||
Started by Gibranes, Today, 10:05 AM
|
5 responses
21 views
0 likes
|
Last Post Today, 01:55 PM | ||
Started by 09try, 03-29-2024, 01:27 PM
|
9 responses
83 views
0 likes
|
Last Post
by ntcat
Today, 01:16 PM
|
||
Started by ninza33, Today, 06:28 AM
|
4 responses
17 views
0 likes
|
Last Post
by ninza33
Today, 12:38 PM
|
||
Started by ScottWalsh, Yesterday, 04:29 PM
|
4 responses
18 views
0 likes
|
Last Post Today, 12:00 PM |
Comment