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

August 11th, 2015, 01:55 PM

resist

I am working a lot backtesting my strategies using your indicator and I can confirm that it´s 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, it´s 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

August 11th, 2015, 02:14 PM

@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. )))

March 21st, 2020, 05:19 PM

vincentmarchi

I am trying to get the UNREALIZED PnL of all instruments that have an open trade for instance - I have 6E open trade that at this current tick is at +$100 and I also have ES open at -$75 then I want to show the currentTotalUnrealizedPnL = +$25

Your second code snippet looks almost like what I need except that the calculation is going way off when I have a second position open in another instrument please see me screenshot below of the output of the code. This code:

Code

double allPositions = 0;
foreach (Position position in Account.Positions)
{
    allPositions += position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
	
}
		
Print("TotalUnrealized: " +allPositions.ToString()  );

Does this code go in OnBarUpdate or onExecutionUpdate?

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

Discussion in Traders Hideout

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