Realised PnL

[John833]

To get unrealised PnL for a position I use...

Position.GetProfitLoss(Close[0], PerformanceUnit.Points)

But how do find realised the PnL of a closed position?


Thanks in advance!

[NinjaTrader_CodyB]

Hello,
Can you clarify if you are wanting to get the last trade's PNL?

You could track the PNL by using GetProfitLoss() and storing the value to a variable such as currentTrade and once the close occurs to store the value into another variable such as previous trade. I have provided an example of this below.

if(Position.MarketPosition != MarketPosition.Flat)
currentTrade = Position.GetProfitLoss;
if(Position.MarketPosition == MarketPosition.Flat)
{
previousTrade = currentTrade;
currentTrader = 0;
}

[John833]

That's great! I think this is what I need, I'll try this out!

Thanks for your help!

[John833]

Hello,
Can you clarify if you are wanting to get the last trade's PNL?

You could track the PNL by using GetProfitLoss() and storing the value to a variable such as currentTrade and once the close occurs to store the value into another variable such as previous trade. I have provided an example of this below.

if(Position.MarketPosition != MarketPosition.Flat)
currentTrade = Position.GetProfitLoss;
if(Position.MarketPosition == MarketPosition.Flat)
{
previousTrade = currentTrade;
currentTrader = 0;
}

Hi Cody
Unfortunately, I cannot get your code snippet above to work.
I have 'currentTrade' and 'previousTrade' printing in the output window.
'currentTrade' works but 'previousTrade' is always a 0 value, even after exit.

Any thoughts?

[NinjaTrader_CodyB]

Hello,

Can you provide the script that you are implementing this in so I can test this on my end?
You can send me this by sending it to platformsupport[AT]ninjatrader[DOT]com with ATTN Cody: http://www.ninjatrader.com/support/f...ad.php?t=73670

I look forward to your reply.

[John833]

Thanks Cody, I've sent you an email

Regards
John

[John833]

Cody, did you have chance to look at the email I sent a few days ago?

[NinjaTrader_CodyB]

Hello,
We have not received an email with this forum thread referenced.
Please resend the email to platformsupport[AT]ninjatrader[DOT]com with ATTN Cody: http://www.ninjatrader.com/support/f...ad.php?t=73670

[John833]

Yes I already sent the email to the address given, and I have copied it below...

I have pasted the code I am using below.
It is basically a copy of the code snippet you provided.
I am running several instruments in my script (I have the first 2 below).
What I need to calculate is the 'realised' and 'unrealised' PnL is at any time.

I have the value of 'unrealised' shows in the output window and is correct, but the 'realised' is always at 0 even after the position has closed out.

Any thoughts?

Print("Un-Realised = " + (UnRe0 + UnRe1 + UnRe2 + UnRe3));
Print("Realised = " + (Re0 + Re1 + Re2 + Re3 ));

#region Re/UnRe 0
if(Positions[0].MarketPosition != MarketPosition.Flat)
UnRe0 = Positions[0].GetProfitLoss(Closes[0][0], PerformanceUnit.Currency);
if(Positions[0].MarketPosition == MarketPosition.Flat)
{
Re0 = UnRe0;
UnRe0 = 0;
}
#endregion

#region Re/UnRe 1
if(Positions[1].MarketPosition != MarketPosition.Flat)
UnRe1 = Positions[1].GetProfitLoss(Closes[1][0], PerformanceUnit.Currency);
if(Positions[1].MarketPosition == MarketPosition.Flat)
{
Re1 = UnRe1;
UnRe1 = 0;
}
#endregion

[NinjaTrader_CodyB]

Hello,
I have tested your Snippet on my end and I am receiving values with it.
I do get 0's before a trade is made. Once a trade is made you will receive values.
Are trades being entered?
If you use the following print statement do you receive the values?
Print(Time[0] + " PreviousTradee" + Re0 + " " + "CurrentTrade" + UnRe0);

[John833]

Hi, unfortunately I cannot get this to work.
The print output of UnRe0 shows the unrealised PnL, but when the trade is closed out both Re0 and UnRe0 shows 0 values.

I've worked round this problem, and I'm now using:
Performance.AllTrades.TradesPerformance.Currency.C umProfit

Thanks