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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

 
 
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Old 05-10-2012, 04:35 PM   #1
arbuthnot
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Default Profit/Loss since trade entered

Hi - I'd be very grateful if you could indicate how I can find a way to calculate the profit or loss realized, at every range bar occurring during a trade in progress, since the current trade was entered.

(I'd like to be able to manipulate this mathematically in Ninjascript so I can construct a trailing stop that varies according to profit/loss levels, i.e. one that is not static.)

Thanks in advance for your help.
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