DataSeries tracking PnL

[systemtrader10]

I’m trying to use DataSeries to track intraday PnL on an hourly basis.

I’m using a data series like so:

                    if (Performance.AllTrades.Count != tradeCount)
                    {
                        tradeCount = Performance.AllTrades.Count;

                        foreach (Trade x in Performance.AllTrades)
                        {
                            if (x.Exit.Time.Date.CompareTo(Time[0].Date) == 0)
                            {
                                dayPnL += x.ProfitCurrency;

                            }

                        }

                    }

                    int y = 0;
                    dayPnL = 0;

                    foreach (Position x in Positions)
                    {

                        dayPnL += x.GetProfitLoss(Closes[y][0], PerformanceUnit.Currency);

                        y++;

                    }

                    intraDayPnL.Set(dayPnL);
                    intraDayPnLList.Add(dayPnL);

However, when using printing these values in OnTerminate I get 0 as the max and min (see below)

                double test = MAX(intraDayPnL, 200)[0];

                double max = double.MinValue;
                double min = double.MaxValue;

                foreach (object item in intraDayPnLList) {

                    if (item is double)
                    {
                        if ((double)item > max) {
                            max = (double)item;
                        }

                        if ((double)item < min)
                        {
                            min = (double)item;

                        }
                    }

                }


                Print("The highest intra-day PnL is " + MAX(intraDayPnL, (intraDayPnL.Count - 1))[0]);
                Print("The lowest intra-day PnL is " + MIN(intraDayPnL, (intraDayPnL.Count - 1))[0]);

                Print("Highest list value " + max);
                Print("Highest list value " + min);

Yet, when using the list I created I get different values?

Could you please help?

[NinjaTrader_PatrickH]

Hello systemtrader10,

Thank you for your post.

I am investigating this further on my end and I will follow up with you shortly.

[NinjaTrader_PatrickH]

Hello systemtrader10,

Thank you for your patience.

I cannot recreate this on my end. The Output I am seeing when OnTermination() is called contains a value. However, if you could provide a simplified version of your script that we may test on our end to isolate this matter it would be most helpful.