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How to get a real-time profit/loss for a session?

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    How to get a real-time profit/loss for a session?

    Hi Ninjas,

    My goal is to get a reliable real-time profit-loss value for just one session.

    In order to achieve this I'm working with similar system variables that I don't still fully understand.

    Performance.RealtimeTrades.TradesPerformance.Curre ncy.CumProfit

    and

    Performance.AllTrades.TradesPerformance.Currency.C umProfit



    So, here my questions, waiting for answers to code this right

    1. What is the difference between them? it seems that they are both the same

    2. If I stop a Strategy, and re-run it again, would they be these variables values reset to zero for a new session or they keep cumulative?

    3. Under which conditions would these variables reset to zero?

    Thanks

    #2
    Hello pstrusi,

    Thank you for your post.

    1. RealtimeTrades are those that were actually taken on the account the strategy is assigned. AllTrades are all trades, historical, real-time, long or short in the collection.

    2. The variables would be reset to 0 at the start of the strategy, but during the historical data process the values for AllTrades would be pulled over the historical data for any trades that may have been taken.

    3. They are reset to 0 on a new instance.

    The AllTrades collection will reset to 0 on the new instance of the strategy, but during the historical backtest that is performed before the real-time bars you would see AllTrades update.

    RealtimeTrades would not update until the first trade on the real-time bars is performed on the account.

    Comment


      #3
      Hi Patrick,

      Thanks for your complete answer, now I know what I needed to code right.

      Regards

      Comment

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