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Old 02-13-2018, 08:23 AM   #1
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Default calculating total unrealized PnL

Hi I am looking to exit a position when two instruments have a difference of at least +$100 in profit between them.

I am concerned that the positive and negative values are not being calculated correctly.

Can I simply add the current profit with GetProfitLoss from each instrument, will this method calculate the positive and negative values correctly or is some additional math function required? thanks.

if (Positions[0].GetProfitLoss(Closes[0][0],PerformanceUnit.Currency) + Positions[1].GetProfitLoss(Closes[1][0],PerformanceUnit.Currency) >= 100
exit logic
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Old 02-13-2018, 08:43 AM   #2
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Thank you for the question.

This should work as you are expecting or would just add the two together. You can also confirm the math that is happening by using Print statements.

Are you seeing something strange when using this logic in your script?

The statement you have written should be evaluated as the two values added compared against >= 100.

I look forward to being of further assistance.
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