X number of trades.

cboat

Junior Member

Join Date: Apr 2010

Posts: 50
#1

X number of trades.

11-23-2010, 09:58 AM

I am trying to develop a strategy that looks at the performance of the previous x number of trades. I want it to update with every new trade so that it discards the oldest trade and inserts the newest one. Would this be possible with the Performance.AllTrades.Count method?
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

11-23-2010, 10:49 AM

You should be able to accomplish this by looping over the last x number of trades in the Performance class everytime a new trade is added.
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cboat

Junior Member

Join Date: Apr 2010

Posts: 50
#3

11-23-2010, 10:52 AM

Could you explain this a little more in depth.
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#4

11-23-2010, 11:29 AM

cboat, I would suggest this sample here to dive more into the topic - http://www.ninjatrader.com/support/f...ad.php?t=19289
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