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Get UnrealizedProfitLoss for each position

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  • NinjaTrader_Jim
    replied
    Hello Gerik,

    Thanks for your post.

    Correct, you would need to supply the current market price with each instrument to determine the unrealized PnL for each instrument.

    From a strategy or indicator, you can add an additional data series to retrieve this information. Please note that the data series cannot be added dynamically to the script and must be added in State.Configure.

    If you want to subscribe to realtime data for these instruments in the middle of your script's life, after you know positions are opened, you could subscribe to MarketDataUpdate events using AddOn Framework code.

    Subscribing to MarketData events (AddOn Framework code, can be used anywhere) - https://ninjatrader.com/support/help...marketdata.htm

    We look forward to assisting.

    Leave a comment:


  • Gerik
    started a topic Get UnrealizedProfitLoss for each position

    Get UnrealizedProfitLoss for each position

    Hello,

    I try to get the unrealizedProfitLoss per instrument in the account. How can I retrieve the information? I tried to use the code from https://ninjatrader.com/support/help...ns_account.htm.

    Code:
    foreach (Position position in myAccount.Positions)
    
               {
    
                   Print(String.Format("Position: {0} at {1}", position.MarketPosition, position.AveragePrice, position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0])));
    
               }
    However, I guess that close[0] within the brackets will reference to the current instrument of the strategy and not to the respective position in the foreach loop.

    Any ideas how I can handle this?

    Kind regards
    Gerik

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