Total Cumulatives Profits

[wyatt376]

Hi guys,

i ask you an advice:

i'm running many strategies in my own pc and i want to control total cumulatives profits to implement a simple risk management...

in the code, which is the best mode for "view" the total cumulative profit of all running strategies?

i find some like this: Performance.AllTrades.CumulativeProfits or similar...

thanks!

wyatt

[NinjaTrader_Bertrand]

Hi Wyatt, thanks for the post - that's unfortunately not possible per default as the running strategy instances would not cross communicate with eachother - you could either look into creating a MultiSeries strategy, so all signals would be managed in one strategy instance or looking into sharing the individual Pnl values seen per txt files - http://www.ninjatrader.com/support/f...ead.php?t=3477

[wyatt376]

OK,

posted link is very good..
i'll make a log file to write my current trade, id and current profit, at the end of current string i calculate the total of all strategies for control my balance and total daily profit...
i write an other lock file, for cross strategies write-concurrency.. try to write at next bar if the lock file is present , write if not present ..

Thanks!

[wyatt376]

another question:

Scenario:
- i'm in long/short position
- condition for exit is true
- exit (close position)

which is the best mode for detect when i close a position (winning or losing) that i can write the log file of all trades and total cumulative profit?

Thanks!

[NinjaTrader_Bertrand]

Depending on the event timing you wish to use, you could check for the exit IOrder to be filled - http://www.ninjatrader.com/support/h...nt7/iorder.htm

...or you could also log this from the OnPositionUpdate() when you're in flat state again -

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