NT8 - New Method GetLastPrice

[gregid]

Exactly, that's the idea!

[MicroTrends]

I gave one example of such need - to get unrealized profit from positions outside of current strategy. The default use of the method is:

position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]);

But outside of the strategy you don't have the Close[0] unless you add new Bar series.
if the the method works as expected (I am about to test it once I sort out some conversion issues) you could do something like:

position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, position.GetMarketPrice());

Also it seems you can get the market data directly from Instrument:

double lastPrice = Bars.Instrument.MarketData.Last.Price;

ah so you are iterating through a collection of connections instruments and positions and getting P&L info - and so having the method there in the position object for last price gives you the context during enumeration... very nice

position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, position.GetMarketPrice());

[NinjaTrader_Brett]

Would recommend you guys start to push out into the AddOn support.

In which you just could attach your own MarketData handler. The documentation is still not complete but the example should show the use case.

http://www.ninjatrader.com/support/helpGuides/nt8/en-us/marketdata.htm

Let me know if that doesn't do the trick.

[gregid]

That sounds great - not sure why we would use a position to get it...

I gave one example of such need - to get unrealized profit from positions outside of current strategy. The default use of the method is:

position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]);

But outside of the strategy you don't have the Close[0] unless you add new Bar series.
if the the method works as expected (I am about to test it once I sort out some conversion issues) you could do something like:

position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, position.GetMarketPrice());

Also it seems you can get the market data directly from Instrument:

double lastPrice = Bars.Instrument.MarketData.Last.Price;

[MicroTrends]

In NT7 I was missing possibility to get the last price from position or instrument without the need to add secondary bars - this could be used for calculation of unrealized profit from all open positions on the account (ie different charts, strategies, doms).
I have just discovered in NT8 there is:

position.GetMarketPrice();

Will this method work the way I described? It would be fantastic if it did!

That sounds great - not sure why we would use a position to get it...
but very nice feedback thank you

a lot of other commercial models have onTick as an event

in NT7 - apart from Close[0] in calculateonbar close
what about Close[-1] ?

also you can trap the last tick on onMarketData - but its a waste due to bids and asks
you could also subscribe to the internal events in ninjaTrader

onstartup {
Bars.Bar += new BarUpdateEventHandler(OnBarUpdateRealtime);}

private void OnBarUpdateRealtime(object sender, NinjaTrader.Data.BarUpdateEventArgs e)
{
if (e.Operation == Operation.Remove) return;
currentRealTimeBar = e.Bars.Get(e.Last);

isRealtime=true;
}

protected override void OnTermination()
{
Bars.Bar -= OnBarUpdateRealtime; }
}

On another note isRealtime

i find the Historical property a mixture of metaphors
i like to set a isRealtime local in the onBarUopdateRealtime so we know the data is in fact in realtime even if the strategy thinks its in historical stats...

[gregid]

NT8 - New Method GetLastPrice() should be possible to get and would be the last tick...

In NT7 I was missing possibility to get the last price from position or instrument without the need to add secondary bars - this could be used for calculation of unrealized profit from all open positions on the account (ie different charts, strategies, doms).
I have just discovered in NT8 there is:

position.GetMarketPrice();

Will this method work the way I described? It would be fantastic if it did!

[MicroTrends]

NT8 - New Method GetLastPrice() should be possible to get and would be the last tick...