Strategy to export account Unrealised PnL to excel

[burtoninlondon]

Hello,

Is there a way to create a strategy which can export into an excel file the unrealised PnL of an account which is running multiple strategies?

So if the strategy was run on 5 min bars the strategy would export the account unrealised PnL for each of those bars during the trading session.

Thanks,

Neil

[burtoninlondon]

As an update, I've figured out how to create a strategy to export trade performance to an excel file so I don't need assistance with that.

I just don't know how to access time stamped account based unrealised PnL data...is that possible? I can access the position unrealized PnL through Position.GetUnrealizedProfitLoss(), is there an equivalent for the account rather than the position?

Neil

[burtoninlondon]

Hi NinjaTrader_BrandonH, thanks for your response.

As a follow on question is it possible to access the historical unrealized PnL values? For example, is it possible to access the values for each 5 min candle during a previous trading session?

Thanks,

Neil

[NinjaTrader_Jesse]

Hello burtoninlondon,

That is not possible by default, the unrealized PnL values that you can get would all relate to realtime. To maintain those values historically you would need to create a custom Series<double> and then store the unrealized PnL to the series for each bar as the script processes in realtime. You could then have historical access to the PnL by referencing that series.