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ATR Indicator Value IRL Position.GetUnrealizedProfitLoss

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    ATR Indicator Value IRL Position.GetUnrealizedProfitLoss

    I am wondering how the stock ATR indicator value will compare in script to Position.GetUnrealizedProfitLoss in the following script:

    Code:
    if ((Position.GetUnrealizedProfitLoss(PerformanceUnit.Tick Close[0] >ATR1[1])
    	&& (Position.MarketPosition == MarketPosition.Long))
    {
            ExitLong(.................)
    }
    Does GetUnrealizedProfitLoss call on the "converted" ATR value, or its exact number? What I mean by this is the following:

    Today's closing ATR for GC 02-18 was 11.4, GC has a tick size of .10, and $11.4 is 114 ticks. Does the software do this conversion, or do I need to do it myself?

    Thanks in advance.

    #2
    Hello,

    Thank you for the post. Let me do some testing on my end here. I will be back with a reply shortly.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thanks Chris, I figured out a cheap and dirty way to test this and I have my answer. Sorry to waste your time.

      The software does not account for tick size. It's not a problem. I will establish some input variables to manage by instrument.

      Comment

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