Can backtest return NUMBER of open positions?

[shulic]

Position.MarketPosition is great at telling me whether my current backtest position(s) are flat, long, or short. However, what is the best way to find out how many longs, and how many short positions are currently in the Position?

Thanks much,
-Shuli

[whitmark]

Position.Quantity tells you your single net position quantity and you cannot have multiple opposing open positions in the same account. Perhaps you are looking for a tabulation of previous trades?

[shulic]

Not necessarily a tabulation of previous trades, just the count for now. In other words...

If the backtest currently has the following 3 Long positions open

Long 10,000 units
Long 20,000 units
Long 30,000 units

Then, Position.Quantity will report 60,000. But I am more interested in the number of positions (in this case = 3).

Thanks for your response whitmark, I do appreciate it much.

-Shuli

[whitmark]

If each 10K quantity is due to a separate order being placed (and confirm filled), you would have to increment a counter each time an order is placed to maintain a count and deduct from it when exits are processed.

If the each 10K quantity is due to a partial fill and you want to count each fill, you would need to implement a counter in the OnExecution() method using advance order management for which there is a reference example on the forum. I am not aware of an existing method that would return the value you are looking for without you doing it yourself programmatically. NinjaTrader support may have additional insight to share on this.

Whitmark

[NinjaTrader_JoshP]

Whitmark is correct. You will need to run your own counters. Alternatively, you could try using the Trades collection class to get the information you want.