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GetProfitLoss()
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GetProfitLoss()
GetProfitLoss() does not have a PerformanceUnit.Ticks parameter. I would like to track running profit on a tick basis, do I have to do it based by deriving ticks from PerformanceUnit.Points ? Is there a generic way to do that calculation so that it works on any security?Last edited by monpere; 03-16-2008, 06:14 PM.Tags: None
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Will there be PerformanceUnit.Ticks in the future? because you cannot calculate it using Instrument.MasterInstrument.Pointvalue without knowing the number of ticks per point, and that's different for each instrument. I don't want to have to code instrument names in my strategy. This must have been an oversight in your original design.
Originally posted by Josh View PostThere is no PerformanceUnit.Ticks right now. You will have to roll your own calculations. Use TickSize and Instrument.MasterInstrument.Pointvalue to do your math.
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