NinjaScript > Language Reference > Strategy

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

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 numbed by the sequence it occurred
ToString()	A string representation of the Trade object

Examples


protected override void OnBarUpdate() { if (SystemPerformance.RealTimeTrades.Count > 0) { // Check to make sure there is at least one trade in the collection Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1]; // Calculate the PnL for the last completed real-time trade double lastProfitCurrency = lastTrade.ProfitCurrency; // Store the quantity of the last completed real-time trade double lastTradeQty = lastTrade.Quantity; // Pring the PnL to the NinjaScript Output window Print("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 well Print("The last trade's profit in currency per traded unit is " + (lastProfitCurrency / lastTradeQty)); } }

protected override void OnBarUpdate()
{
if (SystemPerformance.RealTimeTrades.Count > 0)
{
// Check to make sure there is at least one trade in the collection
Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];

// Calculate the PnL for the last completed real-time trade
double lastProfitCurrency = lastTrade.ProfitCurrency;

// Store the quantity of the last completed real-time trade
double lastTradeQty = lastTrade.Quantity;

// Pring the PnL to the NinjaScript Output window
Print("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 well
Print("The last trade's profit in currency per traded unit is " + (lastProfitCurrency / lastTradeQty));
}
}