How to code for if last trade was a win/ loss w count

[Austiner87]

Hi nt8 support,

How do I code for if the last trade was a win or loss and can I get a count of the no of trades in a row that are wins/losses in a similar way?

[NinjaTrader_Jim]

Hello Austiner87,

Thanks for opening the thread.

You can get the last trade from SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]

The trade before that would be SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 2]

From here you can reference Trade.ProfitCurrency to see if that trade was a win or loss. If the last three trade's ProfitCurrency are positive then the last three trades are winners.

SystemPerformance - https://ninjatrader.com/support/help...erformance.htm

TradeCollections - https://ninjatrader.com/support/help...collection.htm

Trade objects - https://ninjatrader.com/support/help.../nt8/trade.htm

One of our examples demonstrates halting a strategy after consecutive losses which may be useful for what you are trying to accomplish. I have linked it below.

https://ninjatrader.com/support/helpGuides/nt8/stopping_a_strategy_after_cons.htm

We look forward to assisting.

[omermirza]

Hi, is it possible to get the PnL for Historical Trades or this is just for Real Time trades?

[NinjaTrader_Jim]

Hello omermirza,

Live trades that are made from the strategy are recorded in the NinjaTrader database and can be reviewed in a Trade Performance window.

Using Trade Performance - https://ninjatrader.com/support/help...erformance.htm

Historical trades that are calculated when the strategy processes historical data can be reviewed from a historical strategy performance report. Programmatically, these historically calculated trades can be read from the SystemPerformance.AllTrades collection.

Please let us know if you have any additional questions.

[PaulMohn]

https://forum.ninjatrader.com/forum/...agement?t=4084

• SamplePnL_NT8.zip (1.9 KB, 1843 views)

/* NOTE: Using .AllTrades will include both historical virtual trades as well as real-time trades.
If you want to only count profits from real-time trades please use .RealtimeTrades. */

Print(" ");
Print("CurrentBars[0] " + CurrentBars[0]);
Print("SystemPerformance.AllTrades.Count " + SystemPerformance.AllTrades.Count);

if (SystemPerformance.AllTrades.Count > 0)
{
Print("SystemPerformance.AllTrades.Count2 " + SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]);
}​

CurrentBars[0] 26857
SystemPerformance.AllTrades.Count 3486
SystemPerformance.AllTrades.Count2 instrument='NQ 09-24' entryPrice=19241.5 exitPrice=19308.25 quantity=1 marketPosition=Short entryTime='11/09/2024 18:00:10' exitTime='12/09/2024 00:00:00' profitCurrency=-1339.18

Print(" ");
Print(Times[0][0] + " CurrentBars[0] " + CurrentBars[0]);
Print(Times[0][0] + " SystemPerformance.AllTrades.Count " + SystemPerformance.AllTrades.Count);

if (SystemPerformance.AllTrades.Count > 0)
{
Print(Times[0][0] + " SystemPerformance.AllTrades.Count2 " + SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]);

Trade oneTradeAgoPnL = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];

Print(Times[0][0] + " oneTradeAgoPnL " + oneTradeAgoPnL);

}​

12/09/2024 08:17:20 CurrentBars[0] 26914
12/09/2024 08:17:20 SystemPerformance.AllTrades.Count 3433
12/09/2024 08:17:20 SystemPerformance.AllTrades.Count2 instrument='NQ 09-24' entryPrice=19241.5 exitPrice=19308.25 quantity=1 marketPosition=Short entryTime='11/09/2024 18:00:10' exitTime='12/09/2024 00:00:00' profitCurrency=-1339.18
12/09/2024 08:17:20 oneTradeAgoPnL instrument='NQ 09-24' entryPrice=19241.5 exitPrice=19308.25 quantity=1 marketPosition=Short entryTime='11/09/2024 18:00:10' exitTime='12/09/2024 00:00:00' profitCurrency=-1339.18

Print(" ");
Print(Times[0][0] + " CurrentBars[0] " + CurrentBars[0]);
Print(Times[0][0] + " SystemPerformance.AllTrades.Count / All Data " + SystemPerformance.AllTrades.Count);

if (SystemPerformance.AllTrades.Count > 0)
{
Print(Times[0][0] + " SystemPerformance.AllTrades.Count2 " + SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]);

Trade oneTradeAgoData = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];

Print(Times[0][0] + " oneTradeAgoData " + oneTradeAgoData);

// Calculate the PnL for the last completed real-time/virtual trade
double oneTradeAgoPnL = oneTradeAgoData.ProfitCurrency;

Print(Times[0][0] + " oneTradeAgoPnL " + oneTradeAgoPnL);

}​

12/09/2024 08:21:20 CurrentBars[0] 26938
12/09/2024 08:21:20 SystemPerformance.AllTrades.Count / All Data 3408
12/09/2024 08:21:20 SystemPerformance.AllTrades.Count2 instrument='NQ 09-24' entryPrice=19241.5 exitPrice=19308.25 quantity=1 marketPosition=Short entryTime='11/09/2024 18:00:10' exitTime='12/09/2024 00:00:00' profitCurrency=-1339.18
12/09/2024 08:21:20 oneTradeAgoData instrument='NQ 09-24' entryPrice=19241.5 exitPrice=19308.25 quantity=1 marketPosition=Short entryTime='11/09/2024 18:00:10' exitTime='12/09/2024 00:00:00' profitCurrency=-1339.18
12/09/2024 08:21:20 oneTradeAgoPnL -1339.18