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1,2,3, ... Bar back (Position [Flat,Long,Short] and PandL)

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    1,2,3, ... Bar back (Position [Flat,Long,Short] and PandL)

    Hello,

    I am looking for a way to Record the last trade in a strategy exited as a percentage and the trade exited 2 trades back. I want to use a trailing average of 2.
    I am also interested to see if the Bar[1] was position.flat or NOTflat.

    any references to the previous Bar position flat, long, short?
    the last trade exited percentage PandL?
    2 trades back trade exited percentage PandL?

    #2
    Hello GTBrooks,

    You can wait for a trade to close in OnPositionUpdate, and save the last trade to a Trade variable or a Series<Trade>.



    You can use the Exit.Time of the last trade, and see if this is before or after the time of the bar in question, or get the bar with Bars.GetBar() and compare the bar numbers.


    The Entry.Price and Exit.Price are available if you want to calculate a percent.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Thank you,but I was able to find another way.
      Code:
      private Series<double> GTBsForexGetLongRealized
      If (SystemPerformance.LongTrades.Count > 1
      && GTBsForexGetLongRealized[0] != SystemPerformance.LongTrades.TradePerformance.Percent.ComProfit);
      {
       double GTBsForexLongLastTrade = SystemPerformance.LongTrades.TradePerformance.Percent.ComProfit
      GTBsForexGetLongRealized[0] = GTBsForexLongLastTrade
      }
      I just average (GTBsForexGetLongRealized[0] + GTBsForexGetLongRealized[1]) / 2

      Comment

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