Getting Account Positions in Playback vs. Optimizer

[timmbbo]

Question: Will routines such as:

Position.AveragePrice
Position.GetUnrealizedProfitLoss(PerformanceUnit.C urrency, Close[0])

return the correct value within the Strategy Analyzer?

I've written some code utilizing these procedures. They work as expected during Playback mode, returning the correct value. However, when the same code is in the Strategy Analyzer, it appears these procedures return zero values.

Would this be the current behavior? Thanks,

[NinjaTrader_Jesse]

Hello timmbbo,

Those should work in the analyzer as well, Position is the property which represents the strategies virtual position which is what would be used in the analyzer. Are you certain that the methods are being called while the position is open? Just as an example, if you are running the strategy OnPriceChange in playback you will see that updated intrabar where in a backtest it would be on bar close which could mean the position is already closed when that code gets executed. That would be one sitiation where you may see it work in playback but not in a backtest.

I would likely need more specific details on how you have used those in your code and also what Calculate setting you are using in realtime to know why that may be 0.

Just as an example this code prints values while used in the analyzer:

protected override void OnBarUpdate()
{
    if(Position.MarketPosition == MarketPosition.Flat) EnterLong();

    Print(Position.AveragePrice + " " + Position.GetUnrealizedProfitLoss(PerformanceUnit.C urrency));
}