Weekly pnl

[occam]

How do I access the pnl for the previous week?

[NinjaTrader_RyanM1]

Hello Occam,

This can be custom coded, using the Trade Performance class.

This sample discusses some ways of using this class and how to reset values at the start of new sessions. You can modify to reset values at the start of the week.

http://www.ninjatrader.com/support/forum/showthread.php?t=19289

You can also generate performance reports by the week. Click the Periods tab, then period drop down list to Weekly. These reports are available from the strategy analyzer backtest or by right clicking a running strategy in the control center.

[occam]

Thanks, I understand the Trade Performance class. You can easily cycle back throught the existing trades. What I need a simple scheme for corralling a block of trades within a calendar week. Any hooks for this?

[NinjaTrader_RyanM1]

No hooks beyond custom coding it. The sample posted is pretty close, but you'll want to change the resetting technique to once per week instead of once per day:

if (Bars.FirstBarOfSession && FirstTickOfBar && Time[0].DayOfWeek == DayOfWeek.Monday)
{
priorSessionTrades = Performance.AllTrades.Count;
}

[occam]

Would that work on Mondays where the exchanges are closed?

[NinjaTrader_RyanM1]

Good point - You'll want to custom code for holiday behavior or choose another day of the week.