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Code example for displaying UNREALIZED PnL for ALL open positions for 1 Account?
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Created: by vincentmarchi Attachments:4

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Code example for displaying UNREALIZED PnL for ALL open positions for 1 Account?

  #31 (permalink)
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Futures Experience: Intermediate
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resist View Post
I am working a lot backtesting my strategies using your indicator and I can confirm that itīs working fine if you start strategy (of course) after starting indicator. I have still position and feed in one multichart together, strategies are taking the global variable of totalvalue.

Working with MA makes no sense to me because I need the total value or average value in my strategy (I also added a calculation for average value as global variable, itīs working, too but has not improved strategy).

As I made some interesting observations my question to you:
Could you add a second account - I would like to test opening "dummy" positions on SIM parallel with real account. I think you got my question, if not, again: I want to open e.g. YM, CL, ES trades on SIM and CL on trading account but I need the total of all 4 positions.

Thank you again. @ratfink

Great, and a nice idea too, all we need is to make the totalValue into a per account list, I'll post a version.

Cheers

Travel Well
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  #32 (permalink)
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@ratfink,
I think we (you) do not need to make it working parallel on 2 acounts, I can calculate all (e.g. YM, ES, NQ and CL) together on SIM account with strategy - and run a trading strategy only trading CL on real account - only a sample. Only extra work is to have two charts with CL strategy running, one SIM one real - so everything can stay as it is, take your time for better ideas. )))


Last edited by resist; August 11th, 2015 at 05:51 PM.
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