Trade

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Trade

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Definition

A Trade is a completed buy/sell or sell/buy transaction. It consists of an entry and exit execution.

 
 

Example 1

Example 2

Buy 1 contract at a price of 1000 and sell 1 contract at a price of 1001 is one complete trade.

Buy 2 contracts at a price of 1000 and sell the 1st contract at a price of 1001, then sell the 2nd contract at a price of 1002 are two completed trades.

 

 

In the second example above, two trade objects are created to represent each individual trade. Each trade object will hold the same entry execution for two contracts since this single execution was the opening execution for both individual trades.

 

 

Methods and Properties

Commission

A double value representing the commission of the trade

Entry

Gets an Execution object representing the entry

EntryEfficiency

A double value representing the entry efficiency of the trade

Exit

Gets an Execution object representing the exit

ExitEfficiency

A double value representing the exit efficiency of the trade

MaeCurrency

A double value representing max adverse excursion in currency

MaePercent

A double value representing max adverse excursion as a percentage

MaePips

A double value representing max adverse excursion in pips

MaePoints

A double value representing max adverse excursion in points

MaeTicks

A double value representing max adverse excursion in ticks

MfeCurrency

A double value representing max favorable excursion in currency

MfePercent

A double value representing max favorable excursion as a percentage

MfePips

A double value representing max favorable excursion in pips

MfePoints

A double value representing max favorable excursion in points

MfeTicks

A double value representing max favorable excursion in ticks

ProfitCurrency

A double value representing profit quoted in currency.

ProfitPercent

A double value representing profit as a percentage

ProfitPips

A double value representing profit in pips

ProfitPoints

A double value representing profit in points

ProfitTicks

A double value representing profit in ticks

Quantity

An int value representing the quantity of the trade

TotalEfficiency

A double value representing the total efficiency of the trade

TradeNumber

An int value representing the trade numbed by the sequence it occurred

ToString()

A string representation of the Trade object

 

 

Examples

ns


protected override void OnBarUpdate()
{
  if (SystemPerformance.RealTimeTrades.Count > 0)
  {
      // Check to make sure there is at least one trade in the collection
      Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];
 
      // Calculate the PnL for the last completed real-time trade
      double lastProfitCurrency = lastTrade.ProfitCurrency;
 
      // Store the quantity of the last completed real-time trade
      double lastTradeQty = lastTrade.Quantity;
 
      // Pring the PnL to the NinjaScript Output window
      Print("The last trade's profit in currency is " + lastProfitCurrency);
      // The trade profit is quantity aware, we can easily print the profit per traded unit as well
      Print("The last trade's profit in currency per traded unit is " + (lastProfitCurrency / lastTradeQty));
  }
}