How can I programmatically get the performance information for all trades, for all instruments, within the same strategy while back testing? If I look at Performance.AllTrades, I only see trades for the primary instrument. How else can I get the trades for the secondary instrument?
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Get Performance with MutiInstrument Strategy?
Hi,
How can I programmatically get the performance information for all trades, for all instruments, within the same strategy while back testing? If I look at Performance.AllTrades, I only see trades for the primary instrument. How else can I get the trades for the secondary instrument? -
Hello ed42h42hn,
Thank you for your post and welcome to the NinjaTrader Support Forum!
You would use Performance.AllTrades.GetTrades(): http://www.ninjatrader.com/support/h.../gettrades.htm
This allows you to call a string for the instrument you wish to find the performance of.
Please let me know if I may be of further assistance.
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