Thanks in advance, Marcelo
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Count Daily Stop Losses
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Count Daily Stop Losses
Hi, I'm looking to stop the algo if I get 2 stops in a day, is there any sample I can follow, I tried to use SystemPerformance.AllTrades.LosingTrades.Count but this is just historical. Is there a way of knowing if an order hit the stoploss or any other way to count the daily StopLoss? I am using the managed order approach.
Thanks in advance, MarceloTags: None
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Hello Marcelo,
Where you have mentioned:
" I tried to use SystemPerformance.AllTrades.LosingTrades.Count but this is just historical."
This is incorrect. The SystemPerformance will contain real-time as well as historical trades.
In OnOrderUpdate() you can detect a stop loss has filled and then increment a counter.
When Bars.IsFirstBarOfSession is true, reset the counter.Chelsea B.NinjaTrader Customer Service
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