How do I get the realized PnL of a strategy programatically?

[lakersfan]

I have tried the sample
found here: https://ninjatrader.com/support/help...collection.htm

protected override void OnBarUpdate()
{
  // Accesses the first/last trade in the strategy (oldest trade is at index 0)
  // and prints out the profit as a percentage to the output window
  if (SystemPerformance.AllTrades.Count > 1)
  {
      Trade lastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];
      Trade firstTrade = SystemPerformance.AllTrades[0];

      Print("The last trade profit is " + lastTrade.ProfitPercent);
      Print("The first trade profit is " + firstTrade.ProfitPercent);
  }
} 

But it does not work.


I do not get any print statements after the strategy makes a trade.

I am trying to get the realized PnL that is displayed when you view the strategy under the Strategies tab.

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your post.

You would use: SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit

Reference: https://ninjatrader.com/support/help...?cumprofit.htm

[lakersfan]

Hello lakersfan,

Thanks for your post.

You would use: SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit

Reference: https://ninjatrader.com/support/help...?cumprofit.htm

Great this worked! however I forgot to mention that I want to also get the realized PnL for the last trade, just like in the sample. Any idea why that is not working?

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your reply.

I've attached an example. Note that the trade profit here is in percent as the example specified.

[lakersfan]

Hello lakersfan,

Thanks for your reply.

I've attached an example. Note that the trade profit here is in percent as the example specified.

It does not work on my end. I have attached a try/catch block. (minus checking if count is greater than one to access directly)

System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
   at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
   at System.Collections.Generic.List`1.get_Item(Int32 index)
   at NinjaTrader.NinjaScript.Strategies.SampleStrategy2.OnBarUpdate() 

Could it be that i'm on market replay? And if so, how can I make it work on market replay so that I can debug?

I find it odd that it is not registering a count, when this code functions properly

Print("TradesCount " +SystemPerformance.AllTrades.TradesCount); 

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your reply.

The code example I posted (which was a copy of what you posted, which was copied from the Help guide) works on Market replay without errors.

I would suggest replicating the simple crossover code I've shown and add the code from your first post.

Just to be clear, the strategy has to make the trades. I was assuming you were not showing your trade entry code in the first post.

[lakersfan]

Hello lakersfan,

Thanks for your reply.

The code example I posted (which was a copy of what you posted, which was copied from the Help guide) works on Market replay without errors.

I would suggest replicating the simple crossover code I've shown and add the code from your first post.

Just to be clear, the strategy has to make the trades. I was assuming you were not showing your trade entry code in the first post.

Can you please provide the sample strategy that you used so I can see if my machine does the same?

I have tried a few variations of my stategy, yet it does not work.

To be clear, the strategy definitely knows there are trades taking place, but so far, with AllTrades.TradesCount, not Trades.Count

Print("TradesCount " +SystemPerformance.AllTrades.TradesCount);

This actually shows me the trades I am taking, as well as the cumprofit from your 1st response.

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your reply.

I have attached the strategy for your convenience.

ExampleRealizedPNLpertrade.zip

[lakersfan]

Hello lakersfan,

Thanks for your reply.

I have attached the strategy for your convenience.

[ATTACH]n1106164[/ATTACH]

Thank you. The code is not working on my end. Please review the screenshot.

I did not touch the code in the strategy, I enabled once I imported.

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your post.

Please write into PlatformSupport[at]Ninjatrader[dot]Com. Mark the e-mail Atten:Paul and Ticket# 2615788.

In the e-mail please add a link to this thread for reference.

In the e-mail please attach your log and trace files:

Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
Send the 2 compressed folders as attachments to the email.
Once complete, you can delete those compressed folders.

[lakersfan]

Hello lakersfan,

Thanks for your post.

Please write into PlatformSupport[at]Ninjatrader[dot]Com. Mark the e-mail Atten:Paul and Ticket# 2615788.

In the e-mail please add a link to this thread for reference.

In the e-mail please attach your log and trace files:

Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
Send the 2 compressed folders as attachments to the email.
Once complete, you can delete those compressed folders.

One thing I noticed was that I do not have the green/red entry and exit lines. Could that shed light before I open a ticket?

[NinjaTrader_PaulH]

Hello lakersfan,

Thanks for your reply.

That would not relate to the print statements in any way.

[lakersfan]

I did some research, and it seems like this might be a NinjaTrader issue: https://ninjatrader.com/support/foru...lltrades-count I followed, the steps and my NT still does not print the values. Has this problem been fixed, or the bug getting taken care of?

[NinjaTrader_Jim]

Hello lakersfan,

I have attached a video demonstration showing Paul's strategy in action. I'm also noting the behavior seen when we change the IncludeTradeHistoryInBacktest property and test the strategy against the Control Center and from a chart (which is discussed in your linked thread.)

You may take the same steps as I have in the video to observe.

Demo - https://drive.google.com/file/d/1vs7...w?usp=drivesdk

We look forward to assisting.

[lakersfan]

Hello lakersfan,

I have attached a video demonstration showing Paul's strategy in action. I'm also noting the behavior seen when we change the IncludeTradeHistoryInBacktest property and test the strategy against the Control Center and from a chart (which is discussed in your linked thread.)

You may take the same steps as I have in the video to observe.

Demo - https://drive.google.com/file/d/1vs7...w?usp=drivesdk

We look forward to assisting.

Yes, I followed the steps in that thread for the solution, but I was not able to produce the same results as you or Paul. I have opened a new ticket on going around this issue, but now I'm stuck https://ninjatrader.com/support/foru...ntry-order-was