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Getting Strategy Executions per Day

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    Getting Strategy Executions per Day

    Using code how can we get Strategy Executions Per strategy if we have multiple strats running? I know alltrades has everything.

    #2
    Hello r3n3v,

    Thank you for your post.

    SystemPerformance.AllTrades would contain all trades, historical and real time taken by that instance of the strategy. Running several strategies would not affect the SystemPerformance generated by a particular strategy.

    I've attached a simple example script that's a modified version of the built in Sample MA Crossover that illustrates how to get the number of trades an instance of a strategy has made in a day.

    Please let us know if we may be of further assistance to you.
    Attached Files
    Kate W.NinjaTrader Customer Service

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      #3
      Thank you!

      Comment

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