Trade
Definition
A Trade is a completed buy/sell or sell/buy transaction. It consists of an entry and exit execution.
| Example 1 | Example 2 |
|---|---|
| Buy 1 contract at a price of 1000 and sell 1 contract at a price of 1001 is one complete trade. | Buy 2 contracts at a price of 1000 and sell the 1st contract at a price of 1001, then sell the 2nd contract at a price of 1002 are two completed trades. |
In the second example above, two trade objects are created to represent each individual trade. Each trade object will hold the same entry execution for two contracts since this single execution was the opening execution for both individual trades.
Methods and Properties
| Property | Description |
|---|---|
| Commission | A double value representing the commission of the trade |
| Entry | Gets an Execution object representing the entry |
| EntryEfficiency | A double value representing the entry efficiency of the trade |
| Exit | Gets an Execution object representing the exit |
| ExitEfficiency | A double value representing the exit efficiency of the trade |
| MaeCurrency | A double value representing max adverse excursion in currency |
| MaePercent | A double value representing max adverse excursion as a percentage |
| MaePips | A double value representing max adverse excursion in pips |
| MaePoints | A double value representing max adverse excursion in points |
| MaeTicks | A double value representing max adverse excursion in ticks |
| MfeCurrency | A double value representing max favorable excursion in currency |
| MfePercent | A double value representing max favorable excursion as a percentage |
| MfePips | A double value representing max favorable excursion in pips |
| MfePoints | A double value representing max favorable excursion in points |
| MfeTicks | A double value representing max favorable excursion in ticks |
| ProfitCurrency | A double value representing profit quoted in currency. |
| ProfitPercent | A double value representing profit as a percentage |
| ProfitPips | A double value representing profit in pips |
| ProfitPoints | A double value representing profit in points |
| ProfitTicks | A double value representing profit in ticks |
| Quantity | An int value representing the quantity of the trade |
| TotalEfficiency | A double value representing the total efficiency of the trade |
| TradeNumber | An int value representing the trade number by the sequence it occurred |
| ToString() | A string representation of the Trade object |
Examples
{if (SystemPerformance.RealTimeTrades.Count > 0){// Check to make sure there is at least one trade in the collectionTrade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];// Calculate the PnL for the last completed real-time tradedouble lastProfitCurrency = lastTrade.ProfitCurrency;// Store the quantity of the last completed real-time tradedouble lastTradeQty = lastTrade.Quantity;// Print the PnL to the NinjaScript Output windowPrint("The last trade's profit in currency is " + lastProfitCurrency);// The trade profit is quantity aware, we can easily print the profit per traded unit as wellPrint("The last trade's profit in currency per traded unit is " + (lastProfitCurrency / lastTradeQty));}}