MarketPosition question

[effebi]

Hi everyone,

What is the function to check the last closed position, if was long or short and if it was in profit or loss?
Postion.MarketPosition == MarketPosition.Long I check actual position if it is long, if I want to check last closed position?

Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) > 0
Is this correct to check if the actual position it is in gain?
I check the total profit or the profit of actual open position only?
I need to check if the last closed position was in profit or loss.

Thank you

[NinjaTrader_Dierk]

Please take a look here: http://www.ninjatrader-support.com/v...ead.php?t=4084

[effebi]

Good example, profit and loss are monitoring during the session, but I do not understand how can I check the last closed position, if it was long or short.

Postion.MarketPosition == MarketPosition.Long

this is the actual condition if I have long trade open.
Which is the expression for the previous closed trade if it was long or short?

[NinjaTrader_Ray]

You could check the Performance class, see the Help Guide on this or just hold an internal variable indicating last known position.

[chkyour6]

I have the same problem.

I've read help about Performance Class but it is used to evaluate the whole trade in backtest and the trade in real time but not in the middle of the session of backtest.

For example to evaluate a strategy in the middle of backtest I'd like to know the last trade executed if it was a long position or a short.

What class I can check ??

Is it possible in Ninja ??

Tanks in advance!

[NinjaTrader_Ray]

just hold an internal variable indicating last known position.

[chkyour6]

It is not clear.

Is there any example to examine this case?

[NinjaTrader_Ray]

create a variable in the variables section

private MarketPosition lastMarketPosition = MarketPosition.Flat;
private MarketPosition currentMarketPosition = MarketPosition.Flat;

then in OnBarUpdate() do something like:

if (Position.MarketPosition != MarketPosition.Flat && currentMarketPosition != MarketPosition.Flat) currentMarketPosition = Position.MarketPosition;
else if (Position.MarketPosition == MarketPosition.Flat && currentMarketPosition != MarketPosition.Flat)
{
lastMarketPosition = currentMarketPosition;
currentMarketPosition = MarketPosition.Flat;
}

the variable lastMarketPosition will always hold your last known market position.

[chkyour6]

Ok!

Now I try it in my code.

Tank you very much.

[chkyour6]

As in the post above thank you for your indication but I've had a trubble to test your code.

The code you have suggested doesn't work fine in my strategy.

I have solved it improving your idea in a simple way more simple than it appears.

create a variable in the variables section

private MarketPosition lastMarketPosition = MarketPosition.Flat;
private MarketPosition currentMarketPosition = MarketPosition.Flat;

then in OnBarUpdate() do something like:

if (Position.MarketPosition != currentMarketPosition)
{
lastMarketPosition = currentMarketPosition;
currentMarketPosition = Position.MarketPosition;
}

I have tried it my simple strategy and it work fine.

This is for any users who have the same problem.

tanks for your indication

bye.

[effebi]

Hello chkyour6,

your simple code works fine for me too!

Thanks so much.