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Trade Object ProfitCurrency Calculation
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Trade Object ProfitCurrency Calculation
Does ProfitCurrency include slippage and commission as part of its calculation?Tags: None
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Hi parkinsonbr, thanks for posting. The commission and slippage are included in this trade performance value. You can test this by using the Print() method to print out data from the strategy you are testing:
Code:if(SystemPerformance.AllTrades.Count > 0) { Trade lastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]; Print(lastTrade.ProfitCurrency); Print(lastTrade.Commission); }
Kind regards,
-ChrisL
Chris L.NinjaTrader Customer Service
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