Realized PnL for each Instrument

[Aylin]

Hi ,

i am writing a strategy which is monitoring the NETPOS, QTY, UNREALIZED and REALIZED_PnL for all traded instruments.

the Unrealized_PnL i get for each position:

position.Instrument.MasterInstrument.RoundToTickSi ze(position.GetUnrealizedProfitLoss(myPerformanceU nit));

my big question is, how to get the REALIZED_PnL for each Instrument?

thx

[NinjaTrader_JoshG]

Hello Aylin,
Thanks for your post.

I see that you have inquired on this previously with my other colleagues and have attempted to accomplish this by looping through executions. Could you clarify on what you have accomplished thus far and what you still need to accomplish?

I look forward to your reply.

[Aylin]

Hi Josh
as i mention we need samlpe code for NinjaTrader 8 to get Realized_PNL for each instrument.

Unrealized works fine but do not have any idea how to get reallized PnL

thx

[NinjaTrader_JoshG]

Hello Aylin,
Thanks for your note.

At this time there are no supported ways to get instrument specific PnL. I am submitting this as a feature request to our development team for consideration in future releases of the platform. I will report back with a tracking number for your request as soon as one is created. I am leaving this forum post open if any other users would like to comment on this.

Please let me know if you have any further questions.

[Aylin]

ok i did it now with an execution list

double r = Cbi.SystemPerformance.Calculate(EX_FILTER).AllTrad es.TradesPerformance.Currency.CumProfit;


:-)

[NinjaTrader_JoshG]

I am happy to hear that you were able to get the values you were looking for.

I have gotten the tracking number for your feature request regarding a NinjaScript method that gets this value directly. The tracking number is SFT-3044.Please reference that number if you have any questions.

[trader252]

Has this been added yet? I would also like the ability to get the realized and unrealized profit by instrument. (for addon)

[NinjaTrader_Kate]

Hello trader252,

Thank you for your post.

There is no current update on this request; it has not yet been implemented.

I have added a vote for you to this request; if it is implemented in a future release you can find it under SFT-3044 in the release notes.

Please let us know if we may be of further assistance to you.

[caveat_lector]

Please add my vote for SFT-3044.

[NinjaTrader_Kate]

Hello caveat_lector,

Thank you for your reply.

I've added a vote for you to SFT-3044 as well.

Please let us know if we may be of further assistance to you.