Strategy in function of the last trade

[Chris128]

Hi everybody,

I'm trying to create a strategy who change the quantity in function of the last trade :

If the last trade is a profit, then new quantity is "900".

I try this, but it doesn't work :
If (Performance.AllTrades.Count - 1 > 0)
EnterLong(900, "");

May you help me into this ?

Thank you in advance.

[NinjaTrader_PatrickH]

Hello Chris128,

Thank you for your post.

You could use something simliar to the following:

        #region Variables		
        private int orderQty = 1; // set your initial quantity here
		private double prevPnL = 0;
		private double currentPnL = 0;
        #endregion

        
        protected override void Initialize()
        {
           	
        }
		
		protected override void OnBarUpdate()
		{
			if(currentPnL > prevPnL)
			{
				orderQty = 900;
			}
		}
		protected override void OnPositionUpdate(IPosition position)
		{
			if(position.MarketPosition != MarketPosition.Flat)
			{
				prevPnL = Performance.AllTrades.TradesPerformance.Currency.CumProfit;
			}
			
			if(position.MarketPosition == MarketPosition.Flat)
			{
				currentPnL = Performance.AllTrades.TradesPerformance.Currency.CumProfit;
			}
		}

For information on CumProfit please visit the following link: http://www.ninjatrader.com/support/h.../cumprofit.htm

Please let me know if I may be of further assistance.

[Chris128]

Thank you very much Patrick, I will try it tomorrow.