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Mulit-Instrument Strategy P&L

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    Mulit-Instrument Strategy P&L

    On the strategies tab I only get the P&L for the main instrument, and on the other added instruments there is the text

    "In order to display Realized PnL per instrument the strategy developer must enable the strategy to include trade history".

    Please advise what code exists to enable this trade history.

    Regards and thx

    #2
    Hello everington_f,

    IncludeTradeHistoryInBacktest must be set to true in State.SetDefaults or State.Configure. You must also be using 64-bit NinjaTrader 8.

    After any changes to State.SetDefaults, you will need to remove the instance of the script and add a new instance for the changes to take affect.

    Below is a public link to the help guide.
    Chelsea B.NinjaTrader Customer Service

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