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Total PnL limit strategy stop
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Total PnL limit strategy stop
I want my strategy to not put a trade through if the PnL for the day meets a certain criteria. I've added a bool function and inputs but it wont recognize when the realized PnL has reached its limit. I tried changing the realized PnL to currency, points and ticks and none is recognized. I want to do this in strategy builder. Any suggestions?Tags: None
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Hello lbolton64,
Thanks for your post.
It sounds like you would like to add a daily loss limit to your NinjaScript strategy.
The Strategy Builder custom series can be used with offsets to do math and subtract the total PnL from yesterday's PnL to get the current PnL.
Please see the example script, DailyLossLimitBuilderExample, in the forum post linked below for how this would be accomplished.
https://ninjatrader.com/support/foru...limit-examples<span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>
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