For this, I am using Performance.AllTrades - but it returns only the trades (closed) during the current execution of the strategy.It does not return trades closed during previous executions of the strategy.
For example, if I run my strategy live for a few hours and lets assume it generates 4 trades. The Performance.AllTrades correctly returns 4 trades.
Now, I get disconnected (or restart NinjaTrader).
When I run my strategy again using Performance.AllTrades does not return any trades because no new trades were placed yet.
Comment