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The difference in P&L of 2 positions


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  #1 (permalink)
 jonc 
australia
 
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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

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  #2 (permalink)
 
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 shodson 
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You can do something like this

 
Code
double pnl = Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
Then display or store it however you want

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  #3 (permalink)
 jonc 
australia
 
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shodson View Post
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?

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 shodson 
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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.

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