Is Performance.AllTrades strategy specific?

[binwang2]

Hi NT experts,

Are tradecollection class strategy specific?
I copied an example form help guide. Are the 20 trades referring to the startegy using this calculation or all trades no matter what strategy?

protected override void OnBarUpdate()
{
// Once the strategy has executed 20 trades loop through the losing trades
// collection and print out the PnL on only long trades
if (Performance.AllTrades.Count == 20)

[ctrlbrk]

It is specific to the running strategy only.

AllTrades will be for historical and real-time trades. You can also use RealtimeTrades for real-time executions only.

Mike

[binwang2]

Thanks, Mike.

I have a related issue when using performance during backtest. Following sample codes, I created priorTradesCumProfit and use the current - prior delta to stop strategy. My problem is that once strategy detects the 1st occurrance of <-400, it will stop and won't test further. Any way to let the strategy to continue testing?

Any suggestion is welcome.

Sample codes used are pasted below.

priorTradesCumProfit = Performance.AllTrades.TradesPerformance.Currency.C umProfit

if (Performance.AllTrades.TradesPerformance.Currency. CumProfit - priorTradesCumProfit <= -400) return;

[NinjaTrader_JoshP]

Before those you should reset the values of your varaibles at the start of a new session.

if (Bars.FirstBarOfSession && FirstTickOfBar)
    // reset values;