Strategy depends on last few trades PnL

[figoliuxi]

Hi guys,

I am constructing a strategy based on my trading PnL. Do you have any idea on how to code it in NinjaTrader? I would like to know the number of my last recent five trades' win/loss. And to make that number as another indicator to trade in the future. I've tried to use performance class. But it is cumulatively calculated, which means if I did not trade in last few bars, it still gives me a positive/negative profit. Do you have any idea on how to calculating the real profit each trade gives me?

Thanks!

[NinjaTrader_AdamP]

figoliuxi,

Welcome to the forum!

You could keep track of this yourself in some sort of data structure or the built in data series.

In other words, when you detect an order has closed calculate PnL and store it somewhere.

[figoliuxi]

Thanks AdamP.
Yeah, I agree with your opinion. But can you show me some sample codes/or method in NinjaTrader on calculate each trade's PnL and store it in a data series. The performance method seems give me cumulative PnL. Is there a way to reset the PnL to 0 each time I store a value?

Thanks

[NinjaTrader_Joydeep]

Hello figoliuxi,
You can use the trade collection to get the PnL of the trades.

Please refer here to know more
http://www.ninjatrader.com/support/h...collection.htm
http://www.ninjatrader.com/support/h...?gettrades.htm