SystemPerformance

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SystemPerformance

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Definition

The SystemPerformance object holds all trades and trade performance data generated by a strategy.

 

Notes:

A NinjaScript strategy can generate both synthetic trades (historical backtest trades) and real-time trades executed on a real-time data stream. If you wish to access only real-time trades, access the "RealTimeTrades" collection
The first trade of the "RealTimeTrades" collection will contain a synthetic entry execution if the strategy was NOT flat at the time you start the strategy.
These properties require that IncludeTradeHistoryInBacktest be set to true.

 

Methods and Properties

AllTrades

Gets a TradeCollection object of all trades generated by the strategy

LongTrades

Gets a TradeCollection object of long trades generated by the strategy

RealTimeTrades

Gets a TradeCollection object of real-time trades generated by the strategy

ShortTrades

Gets a TradeCollection object of short trades generated by the strategy

 

 

Examples

ns


protected override void OnBarUpdate()
{
    // Print out the number of long trades
    Print("The strategy has taken " + SystemPerformance.LongTrades.Count + " long trades.");
}