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CumProfit in multi instument strategy

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    CumProfit in multi instument strategy

    Hello. In back-testing a strategy with multiple instruments, I'd like to report the cumulative profit realized by each instrument. I understand that

    Performance.AllTrades.TradesPerformance.Currency.C umProfit

    gives the cumulative profit for the entire strategy. But how do I get the CumProfit for a particular instrument? thanks!

    #2
    Tony, I will have someone get back to you on Monday.
    AustinNinjaTrader Customer Service

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      #3
      Tony, you would unfortunately need to self calculate this using for example the GetTrades method - http://www.ninjatrader.com/support/h.../gettrades.htm

      Another way would be applying a single series strategy to each instrument as needed.

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