how to calculate profits

[junkone]

i have multi scalein and scaleouts for my strategy.. So my custom trade object will have multiple entries and exits. How do i programatically find out what the strategy gains are after every trade as the NT performance objects would be matching in different order,
for eg. if u can see from screenshot, NT treats it as 2 trades. all i want is to programmaical find out how much money i had made after the oriiginal and scale1 values are closed.
it is not clear from the documentation if the SystemPerformance.AllTrades.TradesPerformance.Perf ormanceMetrics represents all the trades in the system or only the trade that was run from my running strategy

[NinjaTrader_ChelseaB]

Hello junkone,

It would be recommended to use a unique entry order with each entry quantity set to the amount you want to scale in or out, and have the exit orders from entry signals attached to the signal names of the entries.

Below is a link to an example.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1058762-how-do-you-set-strategy-builder-to-scale-out-at-profit-targets?p=1077380#post1077380

That said, each exit order would initiate a new trade object in the SystemPerformance.AllTrades collection.

If you wanted to add the profit from the last number of trades together, you could do this in a for loop

int numberOfTradesToAdd = 3; // this could be incremented from 0 from OnExecutionUpdate() when the exit orders fill

double combinedProfit = 0;

for (int index = SystemPerformance.AllTrades.Count - 1; index > SystemPerformance.AllTrades.Count - 1 - numberOfTradesToAdd; index--)
{
thisTrade = SystemPerformance.AllTrades[index];
Print(string.Format("entry: {0}, exit: {1}, ProfitCurrency: {2}", thisTrade.Entry.Name, thisTrade.Exit.Name, thisTrade.ProfitCurrency));
combinedProfit += thisTrade.ProfitCurrency;
}

Print(string.Format("combined profit of last {0} trades: {1}", numberOfTradesToAdd, combinedProfit));
}

Below is a link to the help guide which provides sample code on getting the last trades information.

https://ninjatrader.com/support/helpGuides/nt8/trade.htm

[junkone]

I am doing what you are suggesting. However, i want to make sure that SystemPerformance.AllTrades is specific to the running strategy and not on the overall NT system!!! Is that a valid assumption

[NinjaTrader_ChelseaB]

Hello junkone,

Yes, that is correct. The SystemPerformance collection only holds trades made by the instance of the strategy.

https://ninjatrader.com/support/helpGuides/nt8/systemperformance.htm