max/min profit open position

[trader3000a]

Hi,
What code in the library do i need to get the max and min profit values (mfe and mae in dollars) of an open position as of the close of the last bar?
thanks,
David

[NinjaTrader_ChrisL]

Hi David, thanks for posting. A running MAE and MFE value for an open position will need to be calculated manually from within your script, there is no function that will return it built into the NinjaScript library. In OnBarUpdate, if in a position, check the value of Position.GetUnrealizedPnL() and save this value to a class-level variable.

[trader3000a]

can we access the values for a closed position? Print MFe, MaE?

[NinjaTrader_ChrisL]

Hi David, you can get this value through the Trade object. In a strategy, we can access the AllTrades array through SystemPerformance, which is a collection of all the trades made by the strategy, each entry in this list is a Trade object, which has various properties, including MAE and MFE:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?alltrades.htm

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?trade.htm

[trader3000a]

awsome, thx