Backtesting retrieve losses / profit from simulated account

[woohooboy]

Hi

I understand that one has to make their own calculations for accountsize when doing backtest against a simulated account. Is there any way to retrieve profit or losses when exiting the trades?

WBH

[NinjaTrader_ChelseaB]

Hello WBH,

Thank you for your note.


To find the profit/loss of a completed trade use the Trade object as shown in the examples in the help guide to which I've linked below.
http://www.ninjatrader.com/support/h.../nt7/trade.htm

To find the unrealized profit/loss of open positions use Position.GetProfitLoss(marketPrice, performanceUnit). Below is a link to the help guide on GetProfitLoss.
http://www.ninjatrader.com/support/h...profitloss.htm

To find the realized profit/loss for all closed positions use the TradesPerformance collection. For example: Performance.RealtimeTrades.TradesPerformance.Curre ncy.
Below is a link to the help guide on TradesPerformance.
http://www.ninjatrader.com/support/h...erformance.htm


Please let me know if this does not resolve your inquiry.

[NinjaTrader_ChelseaB]

Hello leocrespo,

I disagree that the Performance collection with AllTrades (and not RealtimeTrades) does not work historically.

Attached I have provided a test strategy that prints the profit of each trade to the Output window as the position updates using the Performance collection. I am receiving prints after each trade in the Output window. Can you demonstrate that this script does not work correctly on your end?

As I understand this, the original question was about the account value with GetAccountValue which is not available historically. So the account information would have to be calculated with code based on the performance of each trade.
http://ninjatrader.com/support/helpG...countvalue.htm