Count only small trades results

[kucharek]

Hi,

I would like to count trades results during backtest but only these trades which quantity is small (for example: below 1000 units). Is it possible?

[NinjaTrader_Joydeep]

Hello kucharek,
Thanks for writing in and I am happy to assist you.

Performace.AllTrades returns the TradeCollection taken by the strategy. You can further custom code it to filter is as per your desire. A basic code would look like:

int count = 0;
foreach (Trade t in Performance.AllTrades)
{
	if (t.Entry.Quantity <= 1000)
	{
		count++;
	}
}
Print(count);

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?alltrades.htm

Please let me know if I can assist you any further.