Simple question: Does .AvgProfit return net profit, including deducts for commission and slippage if "Apply commission to PnL calculations" is checked in the Tools > Options ? General tab, a single side commission value is included in the Tools > Options > Commissions "Futures - Simulator" section (i.e., $2.50, which would be $5.00 roundtrip) and a Slippage value is included in Initialize() (i.e., "Slippage = 2;")?
Here is the NT .AvgProfit documentation:
AvgProfit
Definition
Returns the average profit of the collection.
Property Value
A double value that represents the average profit of the collection.
Syntax
<TradeCollection>.TradesPerformance.<TradesPerform anceValues>.AvgProfit
Examples
protected override void OnBarUpdate()
{
// Print out the average profit of all trades in currency
Print("Average profit of all trades is: " + Performance.AllTrades.TradesPerformance.Currency.A vgProfit);
}
If in fact .AvgProfit is average net profit, I might suggest that the NT documentation is amended to reflect that this is a net number if commission and/or slippage is included (per above?).
Thanks for your help,
Aventeren
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