In Strategy Builder : Store daily PnL in a custom serie and trade on a 1 minute chart

[rht5692]

Hi,
I am developping a strategy in Strategy Builder that trades the NQ on a 1 minute chart. For other purpose, I have to store the Balance at the end of the day. Every thing is ok except that my custom serie is on a 1 minute timeframe but i have to store the balance at the end of the day on a "daily" basis
Thank you for your help

[NinjaTrader_ChelseaB]

Hello rht5692,

It is necessary to use a custom Series to perform some arithmetic to calculate the day's PnL.

Below is a link to an example named DailyLossLimitBuilderExample_NT8.
https://ninjatrader.com/support/foru...ples#post93881

[rht5692]

ok thank you i have red this example but i did not understand how to store the daily pnl in a custom serie (i have to calculate the sma of the daily pnl ...)

[NinjaTrader_ChelseaB]

Hello rht5692,

Below is a link to a video on using the offset with Series to do math in the Strategy Builder.

https://drive.google.com/file/d/1lwjUHiunPg3--jUSXzVr2C6461WOaVA8/view?usp=drive_link

The YesterdaysPNL series on each bar is set to the previous bar's value to carry the value forward (while still being able to use offsets for math).
The StrategyTotallPNL on each bar is set to Strategy -> Realized PnL.
On the first bar of a new session, YesterdaysPNL is also set to Strategy -> Realized PnL.
On all other bars that are not the first bar of the session, the DailyPNL variable is set to the StrategyTotallPNL with the offset subtracting YesterdaysPNL.

[rht5692]

Hi thank you for your help. I will create a custom data series and store on each 1 minute candle the average balance of the account calculated on the period average needed. At the end of each day, after flatten all positions, i will compute the new balance average by calculating period x balance stored on the last candle + daily pnl
is this ok ?
thank you for your help

[NinjaTrader_ChelseaB]

Hello rht5692,

You are welcome to create any script you would like with any custom logic you would like.

The example I have provided demonstrates how to get the dailyPnL when using the strategy builder.