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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 03-13-2018, 09:23 AM   #1
investdatasystems
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Default Always getting 0 for GetProfitLoss

Hello !

In a strategy I have coded a EnterLong(1000) on EURUSD.

The position is well displayed in the Positions tab of NT7, and the PnL is moving and does not equal 0.

In my code I call the following method but I always have 0 as profit and also 0 in quantity :

Code:
			Print(Position.Instrument.FullName);
			double profit = Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
			Print("Close[0]=" + Close[0]);	// Close[0] = GetCurrentBid()
			Print("GetCurrentAsk=" + GetCurrentAsk());
			Print("GetCurrentBid=" + GetCurrentBid());
			Print(dt + " : profit=" + profit);
			Print("Qty=" + Position.Quantity);
What am I missing ?
I would like to get the same PnL value as the one shown on the Positions tab...
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Old 03-13-2018, 09:56 AM   #2
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I think that I have understood.

When a position is opened then the strategy that opened the position should not be disabled in order to get the profit and loss value for the opened position...

A question that remains is : Is it possible to get the profit and loss (from a strategy) of a previously opened position when the strategy has been disabled then enabled again ?
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Old 03-13-2018, 09:59 AM   #3
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Hello investdatasystems,

When is this code called?

Is this code in OnPositionUpdate()?

Are you calling this a few bars after there is a position and then checking the unrealized?


I'm not able to reproduce this behavior. Below is a link to a video demonstrating. Attached is the test script.
https://drive.google.com/file/d/16dJ...w?usp=drivesdk
Attached Files
File Type: zip GetProfitLossTest_NT7.zip (1.1 KB, 5 views)
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Old 03-13-2018, 10:11 AM   #4
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Thanks for your reply.

Here is the source code :

1- Attach it to an instrument (EURUSD)
2- It will open a position
3- It will correctly display the PnL
4- Disable the strategy
5- Comment the EnterLong() Line
6- Enable the strategy
7- It will only show PnL of 0 (even if the position is still listed and moving in the Positions tab)

Code:
protected override void Initialize()
        {
            CalculateOnBarClose = false;
			this.ClearOutputWindow();
			//checkParamFile();
        }

		double ask = 0;
		double bid = 0;
		double PnL = 0;
		DateTime dt = new DateTime();
		bool done = false;
		bool disableOnBarUpdate = false;
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			if (disableOnBarUpdate) return;
			
			dt = DateTime.Now;						
			PnL = Position.GetProfitLoss(GetCurrentBid(), PerformanceUnit.Currency);
			Print(dt + " : PnL=" + PnL);
			Print(dt + " : Qty=" + Position.Quantity);
			
			if (this.Historical == true) return;
			
			double ask = this.GetCurrentAsk();
			double bid = this.GetCurrentBid();
			//Print(dt.ToString() + " ask=" + ask);
			if (done == false)
			{
				Print("Will enter long position");
				IOrder iorder = EnterLong(10000);
				done = true;
			}			
        }
Last edited by investdatasystems; 03-13-2018 at 10:14 AM.
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Old 03-13-2018, 10:18 AM   #5
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Hello investdatasystems,

The line is checking the strategy position and unrealized pnl (not the account position and account unrealized pnl).

If the EnterLong() code is commented out then no entry order is every placed. The strategy position will be flat. There will be no profit or loss if there is no entry.
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Old 03-13-2018, 10:22 AM   #6
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Ok I'll try then with Account position functions.

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Old 03-13-2018, 10:29 AM   #7
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Ok great, I tested with the following code and it is ok ! :

Code:
			Print("Account Positions Count = " + Account.Positions.Count);
			Print("Account Position PnL = " + Account.Positions[0].GetProfitLoss(GetCurrentBid(), PerformanceUnit.Currency));
Thank you again
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