Session P&L

[bbucha_stk]

Lets say I want to stop trading if I am dow $250
Would the following code be the best way to do that:
if (Performance.RealtimeTrades.TradesPerformance.Gros sProfit +
Performance.RealtimeTrades.TradesPerformance.Gross Loss
< -250 )
{
//Disable strategy if exceeded $250
Disable();
Print(Time[0] + "EXIT Strategy exceeded target loss of $250 ") ;
}

[NinjaTrader_Brett]

Hello,

Yes this is how I would do it. There are always multiple ways to do something in NinjaScript however.

Let me know if I can be of further assistance.

[snaphook]

Help is unclear on the Trades collection. Does

Performance.RealtimeTrades.TradesPerformance.Curre ncy.CumProfit

Track cumulative profit for only trades since Start of Session or for ALL trades for a strategy irregardless of session.

Also, how does this work when submitting orders to an ATM? Is cum profit across ALL ATMs? If so, how does one access trade performance for a specific ATM?

[NinjaTrader_Brett]

Hello,

You specify this with this here:

Performance.RealtimeTrades.TradesPerformance.Curre ncy.CumProfit

http://www.ninjatrader.com/support/helpGuides/nt7/performance.htm

Let me know if I can be of further assistance.

[snaphook]

Ok. So RealTimeTrades accesses RTT for this session only, and excludes RTT from a prior session. Is that correct?

[NinjaTrader_Brett]

Realtime Trades is real trades placed in the strategy since the strategy was enabled.

Let me know if I can be of further assistance.

[snaphook]

So, if I disable it and 5 minutes later re-enable it, the count starts over when I enable it?

This would be a good little tidbit for the help file.

[NinjaTrader_Brett]

Hello,

Actually not in this case as this is strategy persistance. A disable and then renable will keep the realtime data going.

However if you removed the strategy and then re-added and enabled it then the data would be removed and started fresh.

Let me know if I can be of further assistance.