The difference in P&L of 2 positions

August 3rd, 2013, 12:02 AM

Is there a simple way to keep track of the net P&L of 2 or more open positions every minute?

I want to have the net P&L per min stored and recorded over the length of a trading week (5 days for the entire 24 hours each day).

It can be an actual number stored or simply an indicator on the chart.

Thanks

August 3rd, 2013, 12:15 PM

You can do something like this

Code

double pnl = Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);

Then display or store it however you want

August 4th, 2013, 03:56 AM

shodson

You can do something like this

Code

double pnl = Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);

Then display or store it however you want

Does this mean I have to write a strategy? Can NT write to a text or excel file?

Is there anyway to just export the information on the position tab on a regular time frame?

August 4th, 2013, 10:54 PM

Well if the position is in NT then yes you must do this in a strategy. If you want to use an indicator you'll need to enter the number of shares/contracts you own and you cost basis and then it can track PnL in real time but not the way I explained above, you'll have to do the math yourself.

The difference in P&L of 2 positions

Discussion in NinjaTrader

The difference in P&L of 2 positions