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profit/loss for each symbol in multi-symbol strategy?

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    profit/loss for each symbol in multi-symbol strategy?

    Hi,

    I am running a strategy with multiple symbols. Is it possible to get cumulative profit/loss for each individual symbol?

    I tried:
    Performance[0].AllTrades.Performance.Currency.CumProfit.ToString ();

    However, Performance is not indexable. Is there another way?

    Thanks,

    Folls

    #2
    You tried using the BarsInProgress instead of an index?

    Like:

    Code:
         
    if (BarsInProgress == 0) 
        { 
    //performance for first symbol
                        Performance.AllTrades.Performance.Currency.CumProfit.ToString  ();            
        } 
    if (BarsInProgress == 1) 
        { 
    //performance for second symbol
                          Performance.AllTrades.Performance.Currency.CumProfit.ToString  ();            
        }

    Comment


      #3
      I believe the "Performance.AllTrades.Performance.Currency.CumPro fit" only keeps track of profits generated on a strategy level instead of an instrument level.

      Are you doing trades on multiple instruments simultaneously? I believe in NinjaTrader 6 it will only let you execute trades on the primary instrument.
      Josh P.NinjaTrader Customer Service

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