How do I compute the P&L of a strategy since the last flat position?

[billythekid72]

Hello,

I was using

SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1].ProfitCurrency

to print the P&L of the strategy, but found out that if I had a partially filled order followed by a filled order, the system treated it as 2 trades, and therefore the P&L would only show the last trade (not including the partially filled). But what I really want is to print the P&L of the strategy from the last flat position and this flat position, how can I achieve that?
Thanks,

Billy

[NinjaTrader_ChelseaB]

Hello Billy,

The trades being separated would be expected, and how this would be reported in the TradePerformance window.

You could choose to track the PnL yourself, and reset this on each time the position is flat.

Below is a link to an example named DailyLossLimitExample_NT8 that resets on a new session, which you could adapt to reset when the position is flat.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/93881-daily-loss-limit-examples#post93881