TradesPerformanceValues

[cgeorgan]

Is there a way to pull the "average losing trade, in points" statistic out of this object, or are we limited only to the "average profit" per trade?

[NinjaTrader_Brett]

Hello,

The AvgProfit will output the adverage of all trades. profit in the case is not only trades that profit but trades that lose money as well. There is no paramter to seperate out only the winning trades vs the losing trades.

To do this you would need to calculate this on your own by setting up a loop and counting together all the positive PnL's and then averaging them and also counting up all the negative PnL's and then averaging them to get this value.

[cgeorgan]

I figured as much.

Along those lines, the "Trades.ProfitPoints" object - what is a 'profit point', for example, in Gold (GC)?

A tick is 0.1, and is worth $10. There are obviously 100 of these in a full "point".

Which number are we referring to?

[NinjaTrader_Brett]

Hello,

In this case this would hold .1 is you had a trade that made 1 tick on the GC. You would then multiply this time the QTY of the trade to get the Points made on the trade.

Let me know if I can be of further assistance.

[cgeorgan]

Hello,

The AvgProfit will output the adverage of all trades. profit in the case is not only trades that profit but trades that lose money as well. There is no paramter to seperate out only the winning trades vs the losing trades.

To do this you would need to calculate this on your own by setting up a loop and counting together all the positive PnL's and then averaging them and also counting up all the negative PnL's and then averaging them to get this value.

Actually, to anybody interested, it's simpler than that:

First, access:

Performance.AllTrades.LosingTrades.TradesPerformance.Currency.CumProfit

Then, get:

Performance.AllTrades.LosingTrades.TradesPerformance.TotalQuantity

Divide the two, you can call this anytime you'd like.

[NinjaTrader_Brett]

Hello,

Yep, nice find. Theres always more then 1 way to do something in progamming