• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

DrawDown during open position too

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    DrawDown during open position too

    Code:
    SystemPerformance.AllTrades.TradesPerformance.Currency.DrawDown
    returns the changed DD value only after trade is closed.
    However, how can we get the DD (which is changed on each bar) during the opened position too? I've tried to use:
    Code:
    SystemPerformance.AllTrades.TradesPerformance.Currency.DrawDown  + Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0])
    but that is not accurate as P/L is different thing that DD.

    So, is there anything like "UnrealizedDD" or like that to return the every-bar updated value during open position too?

    #2
    seems already reported - https://ninjatrader.com/support/foru...ximum-drawdown

    but no solution yet.

    Comment


      #3
      Hello TazoTodua, thanks for your post.

      SFT-1543 is still an open feature request, I will add a vote to this feature.
      Chris L.NinjaTrader Customer Service

      Comment


        #4
        ChrisL, thanks, but i really dont need to add vote (its just meaningless), so you can subtract my vote really.
        all i want is, just, if you have any hint or some workaround or phseudo-code to achieve that?
        it's simple, i want the DrawDawn value that is shown on each bar (nevertheless if there is not open position or not).
        now, the DD only is updated when position is closed.

        Comment


          #5
          Hi TazoTodua, thanks for your reply.

          Unfortunately, I can not create custom code for clients.
          Chris L.NinjaTrader Customer Service

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by bc24fl, Today, 06:51 AM
          1 response
          3 views
          0 likes
          Last Post NinjaTrader_Jim  
          Started by U0000999, Yesterday, 05:17 AM
          1 response
          15 views
          0 likes
          Last Post NinjaTrader_Kate  
          Started by asmmbillah, Today, 05:03 AM
          2 responses
          19 views
          0 likes
          Last Post asmmbillah  
          Started by lordvader34, Today, 06:18 AM
          1 response
          9 views
          0 likes
          Last Post NinjaTrader_PaulH  
          Started by vasagoo, Today, 06:21 AM
          0 responses
          11 views
          0 likes
          Last Post vasagoo
          by vasagoo
           
          Working...
          X