I would like to know if it's possible to access past performance results on trades from code? I would like to access this information for position sizing reasons (Kelly Formula).
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Access performance results from code
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Hello Siroki,
Thank you for your note.
You would need to have your script write to a file for the performance results so that you can then be able to read it and used for your position sizing.
http://www.ninjatrader.com/support/f...ead.php?t=3477
Let me know if I can be of further assistance.Cal H.NinjaTrader Customer Service
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Originally posted by siroki View PostHi,
I would like to know if it's possible to access past performance results on trades from code? I would like to access this information for position sizing reasons (Kelly Formula).
ref:
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