Weekly/Monthly PNL

[CableTrader007]

Will someone point me in the right direction for calculating the weekly or monthly PNL for a strategy for the purpose of shutting a strategy down when certain thresholds are breached similar to this example: http://www.ninjatrader.com/support/f...ad.php?t=19289? Thank you!

- CableTrader007

[NinjaTrader_CalH]

CableTrader007,

Thank you for your post.

The example will do exactly this, however you will need to keep the strategy running 24/7, and then track the PnL and when to stop the strategy.

If you are looking to shut down the strategy down each day and try to pick up from the previous day, you will need to store the PnL value to an external source so that you can pick up the next day and get the leftover value.

http://www.ninjatrader.com/support/f...ead.php?t=3477

Let me know if I can be of further assistance.

[CableTrader007]

I am looking for something as simple as:

psuedocode:

if first day of month
- monthlypnl = 0;

then each new day/trade adds/removes the trade pnl from that number.

So, each month the value equals 0 and then changes to the monthly pnl (live and historical). There has to be something more simple than writing to an external file for this? Thank you!

- CableTrader007

[NinjaTrader_CalH]

CableTrader007,

You can check for a new month using DateTime structure.

The check below will look at the Timestamp of the bars and compare the Months, if they are not equal then we have a new month

if(Time[1].Month != Time[0].Month)
{
// reset values here
}