|October 28th, 2013, 11:27 AM||#1 (permalink)|
Futures Experience: Advanced
Platform: Ninjatrader, Python, & R
Favorite Futures: Futures, Spreads
Posts: 311 since Sep 2013
Thanks: 96 given, 813 received
What I am trying to do is store PnL in a DataSeries per trade (not per lot). For example, if I buy three contracts and it fills in two lots when closing the position. I want the PnL on the three contracts, not on a lot basis. The reasoning behind this is I want to avoid risk of ruin by controlling position sizing by PnL.
What I have so far:
P.S. - new to the Elite crowd, and very happy that I purchased the membership. If you have not done so and are thinking about it... DO IT!!!