how to get last trade profit?

[arbeydario]

Its possible to get the last trade profit from OnExecutionUpdate when an execution was profit target or stoploss?

im looking the input parameters Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time, but does not find something to get the value

Thank you

[donto]

Hello arbeydario,

wyou could do it under position update.




region OnPositionUpdate
protected override void OnPositionUpdate(Position position, double averagePrice, int quantity, MarketPosition marketPosition)
{
if (Position.MarketPosition == MarketPosition.Flat && SystemPerformance.AllTrades.Count > 0)
{
// when a position is closed, add the last trade's Profit to the currentPnL
TradingCurrentDayPnL += SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1].ProfitCurrency;

// print to output window if the daily limit is hit
if (TradingCurrentDayPnL <= -TradingLimitLossValue && TradingLimitLossEn)
{
Print("daily Loss limit hit, no new orders" + Time[0].ToString());
}

// print to output window if the daily limit is hit
if (TradingCurrentDayPnL > TradingLimitProfitValue && TradingLimitProfitEn)
{
Print("daily Target limit hit, no new orders" + Time[0].ToString());
}
}
}
#endregion



And remember to reset on session start or build in a timer.

if (Bars.IsFirstBarOfSession)
{
TradingCurrentDayPnL = 0;
}

[NinjaTrader_Gaby]

Hello,

Thank you for your post.

You could use the SystemPerformance.AllTrades TradeCollection to get the last trade and then use ProfitCurrency to get the profit of the last trade quoted in currency.

See the help guide documentation below for more information and sample code.

TradeCollection: https://ninjatrader.com/support/help...collection.htm
Trade: https://ninjatrader.com/support/help...html?trade.htm

Please let us know if you have any further questions.

[arbeydario]

Thank you donto and NinjaTrader_Gaby it works perfectly