i am writing a strategy which is monitoring the NETPOS, QTY, UNREALIZED and REALIZED_PnL for all traded instruments.
the Unrealized_PnL i get for each position:
position.Instrument.MasterInstrument.RoundToTickSi ze(position.GetUnrealizedProfitLoss(myPerformanceU nit));
my big question is, how to get the REALIZED_PnL for each Instrument?
thx
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