Order Profit Loss (PL)

[alex.nt]

Hi,

I would like to see PL of the given IOrder (assuming it was either a position entry, closed by a corresponding exit order, or, an exit order, with a corresponding entry order).

Please confirm that the following code is correct way for doing that:

I am talking about unmanaged code

private bool TryGetOrderPL(IOrder order, bool asEntry, out double pl)
        {
            bool found = false;
            pl = 0.0;
            for (int i = Performance.AllTrades.Count - 1; i >= 0; i--)
            {
                Trade trade = Performance.AllTrades[i];
                bool me = (asEntry ? trade.Entry.Order : trade.Exit.Order) == order;
                if (me)
                {
                    found = true;
                    pl += trade.ProfitCurrency * trade.Quantity;
                }                
            }
            return found;
        }

Thank you.

[NinjaTrader_AdamP]

Alex,

Have you tested it? It looks ok from here. From our help guide :

Trade.ProfitCurrency
A double value representing profit in currency for one traded unit. Multiply this value by the trade Quantity to get the total profit in currency for the trade.

[alex.nt]

Well, it appears to work fine, just wanted to confirm. Nevertheless, I would expect that we could have a built in facility for that