Percent Profit Fixed Fractional Position Sizing

[561timw]

I am interested in automating a position sizing method that increases or decreases the number of contracts traded based on the profit accumulated since trading the strategy live. The contracts to trade would be determined by taking:

rounddown(cumulative profit since trading live / avg trade risk) + constant # of contracts

I know my average trade risk and I always start trading just 1 contract which is my constant number so all I need is the cumulative profits since trading live.

Is there a method to get the cumulative profits since trading live? Also, if I trade multiple markets with the same strategy using separate instances of that strategy can I pull the cumulative profits since trading for each distinct market? I trade NQ and ES using the same strategy but will need cumulative profits for NQ onlyt o calculate the # of contracts to buy.

Your help is greatly appreciated.

[NinjaTrader_Bertrand]

Tim, you can check the strategy realtime performance with the realtime trades collection -

http://www.ninjatrader.com/support/helpGuides/nt7/tradesperformance.htm

If you would like to work with the historical strategy performance included (not the account performance) use the AllTrades collection instead please.

The returns are exclusive to the strategy instance only.