stop trading for day after x realized loss

[sauer11155]

I looked in the help but I didn't seem to be able to get this working. Not sure if this has been covered before.

I want to stop trading for the current day if RealizedProfitLoss is equal to lets say -$1000.

Any suggestions or links?

Thanks.

[NinjaTrader_Ben]

Hello,

You will want to use Performance.AllTradesPerformance.Currency.CumProfi t

This link will help:

http://www.ninjatrader-support.com/HelpGuideV6/Performance.html

This reference sample will help also:

http://www.ninjatrader-support.com/vb/showthread.php?t=4084

[RichardTodd]

Hello,

You will want to use Performance.AllTradesPerformance.Currency.CumProfi t

Hi there, I have used this successfully on strategies for clients, but today I was working on a strategy that uses AtmStrategyCreate() to issue orders. And, it would appear that the same kind of performance accounting does not happen when I do this. Is there a way to collect the performance data from the AtmStrategies I'm creating, so I can stop or alter the strategy based on real-time performance?

Thanks!

[NinjaTrader_JoshP]

For ATMs you can only get things like Realized PnL and Unrealized PnL. You will need to run your own cache for remembering these values though.

http://www.ninjatrader-support.com/HelpGuideV6/AsmStrategyRealizedProfitLoss.html

Please take a look at the Help Guide index. Scroll down to the G section and look at any of the GetAtmStrategy..() methods.

[RichardTodd]

For ATMs you can only get things like Realized PnL and Unrealized PnL. You will need to run your own cache for remembering these values though.

Thanks, I have it working now!

[sauer11155]

I ran across another issue that is causing some problems in back testing. I have bad tick spikes.

Is there a way I can reload my backfill data from scratch, or filter out these bad ticks?

Can I globally delete all my data so it will call the backfills again?

[NinjaTrader_JoshP]

sauer11155,

Please go to Tools->Historical Data->Reload or Delete.

[sauer11155]

Thanks for the help.

I have been searching in the Help and can't really find this info.

When I have a trade condition, I have a flag become true, and I have a double called signalPrice = Open [0]. I can code this.

I now want to wait for 3 bars to pass by and then compare the current bar open to the signal price. If it is higher by x percent, I take the trade.

I looked around at BarsInProgress and others but not sure those apply to this example.

Do any of you know a handy link I can read up on this?

[NinjaTrader_JoshP]

If you want to see how many bars pass by you will need another variable to keep track of CurrentBar.

if (some condition)
     tradeConditionBar = CurrentBar;

if (CurrentBar == tradeConditionBar + 3)
{
     if (Open[0] > signalPrice * 1.05)
          EnterLong();
}

[sauer11155]

If you want to see how many bars pass by you will need another variable to keep track of CurrentBar.

if (some condition)
     tradeConditionBar = CurrentBar;

if (CurrentBar == tradeConditionBar + 3)
{
     if (Open[0] > signalPrice * 1.05)
          EnterLong();
}

Awesome thanks! Funny how the more clear I am about what I am trying to do, the more helpful this forum is. I hope other folks appreciate this here.

[zeller4]

If you want to see how many bars pass by you will need another variable to keep track of CurrentBar.

if (some condition)
     tradeConditionBar = CurrentBar;
 
if (CurrentBar == tradeConditionBar + 3)
{
     if (Open[0] > signalPrice * 1.05)
          EnterLong();
}

Josh,

I'm assuming "signalPrice" is set up in variables as "double"...
is "tradeConditionBar" set up in variables as "int" or "double"? or???
Kirk

[NinjaTrader_JoshP]

tradeConditionBar is an int and signalPrice is a double.

[zeller4]

thanks Josh

[katsaf]

Hello Josh,

I was wondering whether you can show me a sample of how he saved the Close[0] to a double after his trade condition was met, I was thinking of DataSeries.Set

"When I have a trade condition, I have a flag become true, and I have a double called signalPrice = Open [0]. I can code this."

Thank you in advance

[NinjaTrader_ChelseaB]

Hello katsaf,

Thanks for your note.

An example of how to save the value to a variable is below:

In the variables region:

private double signalPrice = 0;

In OnBarUpdate:

if (some condition)
{
     tradeConditionBar = CurrentBar;
     signalPrice = Open[0];
}
 
if (CurrentBar == tradeConditionBar + 3)
{
     if (Open[0] > signalPrice * 1.05)
          EnterLong();
}