Thanks
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Retrieve exit price within a strategy
Collapse
X
-
Retrieve exit price within a strategy
Can some one please point me in the right direction to get the exit price when executing ExitLong() etc within a strategy? I can get the entry price with Position.AvgPrice but the exit price eludes me.
ThanksTags: None
- Likes 1
-
Use the Performance.RealtimeTrades and Performance.AllTrades class, some examples can be found in the help guide.
Below is a quick example cut and paste from one of my older strategies, I can't remember 100% but think it works
Code:if (BarsSinceExit() >= 0 && Performance.RealtimeTrades.Count > 0) { Trade lastTrade = Performance.RealtimeTrades[Performance.AllTrades.Count - 1]; if (lastTrade != null) { string PnLText = null; System.Drawing.Color PnLColor = Color.CornflowerBlue; PnLText = "PnL: " + Instrument.MasterInstrument.Round2TickSize(Performance.RealtimeTrades.TradesPerformance.Points.CumProfit) + " points (" + Performance.RealtimeTrades.Count + " trades)\nLast: " + lastTrade.Entry.MarketPosition + " " + lastTrade.Entry.Price.ToString("0.00") + ", out " + lastTrade.Exit.Price.ToString("0.00"); if (lastTrade.ProfitPoints > 0) PnLText += " (+"; if (lastTrade.ProfitPoints < 0) PnLText += " ("; if (lastTrade.ProfitPoints == 0) PnLText += " ("; PnLText += lastTrade.ProfitPoints + ")\n "; if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit > 0) PnLColor = Color.CornflowerBlue; if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit < 0) PnLColor = Color.Maroon; DrawTextFixed("Realized PnL", PnLText, TextPosition.BottomLeft, PnLColor, new Font("Arial", 10), Color.Black, Color.Black, 5); } }
- Likes 1
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by fx.practic, 10-15-2013, 12:53 AM
|
5 responses
5,403 views
0 likes
|
Last Post
by Bidder
Today, 12:22 AM
|
||
Started by Shai Samuel, 07-02-2022, 02:46 PM
|
4 responses
94 views
0 likes
|
Last Post
by Bidder
Today, 12:11 AM
|
||
Started by DJ888, Yesterday, 10:57 PM
|
0 responses
6 views
0 likes
|
Last Post
by DJ888
Yesterday, 10:57 PM
|
||
Started by MacDad, 02-25-2024, 11:48 PM
|
7 responses
158 views
0 likes
|
Last Post Yesterday, 10:23 PM | ||
Started by Belfortbucks, Yesterday, 09:29 PM
|
0 responses
8 views
0 likes
|
Last Post
by Belfortbucks
Yesterday, 09:29 PM
|
Comment