Monitor Instrument Profit / OpenPnL

[Aylin]

Hi,
i have build a strategy for ninja8 which is monitoring netpos, realized and unrealized profit for each traded instrument. Now iam trying to implement the functions in a ninja7 script.

OnStartUp() is called when the strategy is activated by the user, then the current account is selected: Account MonitorAccount = Account;

MonitorAccount.AccountUpdate += OnAccountUpdate;
MonitorAccount.PositionUpdate += OnPositionUpdate;

The events are not triggered when the price is changing for the instrument,
how to track the profit in realtime?

Iam using Sim101 Account with "Simulated datafeed" connection. Which event i should use in ninja7 to track the openPnL for the instrument in realtime?

Also all these values return 0:

double PnL = MonitorAccount.GetAccountValue(AccountItem.Realize dProfitLoss, xCurrency).Value;
double CumProfit = Performance.AllTrades.TradesPerformance.Currency.C umProfit;
double GrossProfit = Performance.AllTrades.TradesPerformance.GrossProfi t;
double GrossLoss = Performance.AllTrades.TradesPerformance.GrossLoss;

am i missing something?

i have attached the sample strategy, thx for help

[NinjaTrader_AlanP]

Hello Aylin,

Thank you for your note.

To track the PL in real time you could use GetProfitLoss method, see the following link,

https://ninjatrader.com/support/helpGuides/nt7/?getprofitloss.htm

Regarding your GetAccountValue call returning a zero, this would be expected on historical trades, see the following note.

https://ninjatrader.com/support/helpGuides/nt7/?getaccountvalue.htm

If you run the strategy with CalculateOnBarClose=false, are the events to track the profit in real time triggered?

I look forward to your reply.

[Aylin]

Hi, thank you for the information,

i have set CalculateOnBarClose = false;

and the DataSeries Property of my strategy set to 1 Tick .

Now i can see OnBarUpdate is called each tick, that event i can use to track the realized and unrealized profit in realtime.

On the weekend i got erros accessing Close[0] but now its working.



My ninja account has some Executions and 2 Open Positions (FDAX , ES)

private double GetInstrumentOpenPnl()
{
PerformanceUnit myPerformanceUnit = PerformanceUnit.Currency;
Account my_account = MonitorAccount;

double openPnl = 0;

foreach(Position position in my_account.Positions)
{
string instr_name = position.Instrument.FullName;
Print(position.Quantity+" qty found for instrument: " + instr_name);

if (position.MarketPosition != MarketPosition.Flat)
{

double oPnl = position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
openPnl+=oPnl;

Print("Open PnL: " + oPnl);
//RTGNinjaCloud.UpdatePL("ACC",instr_name,"USD",posi tion.Quantity,rpl,opl);
}
}
return openPnl;
}

When i loop the positions, how do i know the index of the matching Close[X] ?

Because only the first instrument found has a valid open pnl..
the other value is like "499512.5" - that is not correct

best regards

[NinjaTrader_AlanP]

Hello Aylin,

You could create a counter to track each loop, for example,

private counterX =0;

foreach(Position position in my_account.Positions)
{
counterX++;
Print(counterX.ToString());
}

Please let us know if you need further assistance.

[Aylin]

i have found this line of code to get the price ,which i can use to get the open PnL for each instrument:

double price = position.Account.Connection.MarketDataStreams[position.Instrument].Bid.Price;

this seems to work for me

[Aylin]

ok my ninja7 strategy is almost ready , the last bit of code iam missing is for monitoring the REALIZED profit of each instrument.

I have code for total profit:

double realized = MonitorAccount.GetAccountValue(AccountItem.Realize dProfitLoss,Currency.Unknown).Value;


In ninja8 i have used this code to get the realized profit of each instrument:
double r = Cbi.SystemPerformance.Calculate(Instrument).AllTra des.TradesPerformance.Currency.CumProfit;

but its not compiling in nt7 *__*

thx

[NinjaTrader_AlanP]

Hello Aylin,

In the NT8 helpguide under code breaking changes, you can search a NT7 or NT8 Property or Method and see its equivalent in each version.

The link for the code breaking table can be found at the following link,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?code_breaking_changes.htm#codebreakingtable

Please let us know if you are unable to find what you're looking for.

[Aylin]

Iam sorry but i cant find the equivalent of that function in ninja7 ..

i hav tried GetTrades() to select the Trades for one Instrument but it asks for an entry signal name and index parameter which i have no idea of i just want all trades for the same instrument.

double r = Performance.AllTrades.GetTrades(execution.Instrume nt.FullName,null,0).TradesPerformance.Currency.Cum Profit;


Can i use this method somehow or is there another logic i need to make use of?

[NinjaTrader_AlanP]

Hello Aylin,

There would be no exact equivalent however without passing the entry signal to the method you mentioned, you could use the following to loop through previous trades,

https://ninjatrader.com/support/helpGuides/nt7/?tradecollection.htm

As far as narrowing it down to the instrument, without an entry signal, its possible you could keep a list of previous trades and the instrument associated with it. Then you'd use the loop in the above sample to match N trades ago, with N trades ago in your custom list logging the instrument associated with a trade.

That would be the work around I could suggest.

Please let us know if you need further assistance.