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                                                   Open position profit/loss method in money manager

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Dennis Schutten
2017-01-22 15:07:40


Hi,

What method can I use to get the current open position profit or loss in dollars? What method code can I use?

Regards,
Dennis



QuantShare
2017-01-23 03:31:04

  0

In the money management script, you can get all the open positions in the "OnEndPeriod" event for example using this method:
MMPosition[] positions = Portfolio.GetOpenPositions();

You can then loop through each position and calculate the profit/loss by calculating the difference between the open and last price multiplied by the number of shares. Or get the return in percentage and multiply it by the position size.



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