Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Get UnrealizedProfitLoss for each position

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Get UnrealizedProfitLoss for each position

    Hello,

    I try to get the unrealizedProfitLoss per instrument in the account. How can I retrieve the information? I tried to use the code from https://ninjatrader.com/support/help...ns_account.htm.

    Code:
    [B]foreach (Position position in myAccount.Positions)[/B]
    
    [B]           {[/B]
    
    [B]               Print(String.Format("Position: {0} at {1}", position.MarketPosition, position.AveragePrice, position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0])));[/B]
    
    [B]           }[/B]
    However, I guess that close[0] within the brackets will reference to the current instrument of the strategy and not to the respective position in the foreach loop.

    Any ideas how I can handle this?

    Kind regards
    Gerik


    #2
    Hello Gerik,

    Thanks for your post.

    Correct, you would need to supply the current market price with each instrument to determine the unrealized PnL for each instrument.

    From a strategy or indicator, you can add an additional data series to retrieve this information. Please note that the data series cannot be added dynamically to the script and must be added in State.Configure.

    If you want to subscribe to realtime data for these instruments in the middle of your script's life, after you know positions are opened, you could subscribe to MarketDataUpdate events using AddOn Framework code.

    Subscribing to MarketData events (AddOn Framework code, can be used anywhere) - https://ninjatrader.com/support/help...marketdata.htm

    We look forward to assisting.
    JimNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by llanqui, Today, 03:53 AM
    0 responses
    4 views
    0 likes
    Last Post llanqui
    by llanqui
     
    Started by burtoninlondon, Today, 12:38 AM
    0 responses
    10 views
    0 likes
    Last Post burtoninlondon  
    Started by AaronKoRn, Yesterday, 09:49 PM
    0 responses
    14 views
    0 likes
    Last Post AaronKoRn  
    Started by carnitron, Yesterday, 08:42 PM
    0 responses
    11 views
    0 likes
    Last Post carnitron  
    Started by strategist007, Yesterday, 07:51 PM
    0 responses
    14 views
    0 likes
    Last Post strategist007  
    Working...
    X