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Subject: TradeRisk qn

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vinoth
Posts:7
10-09-2008 5:18 AM Alert 

There is a 'TradeRisk' property available in IMarket object.

When i loop through all trades on a market at the end of a TradePlan run(lastbar), how can i get the traderisk on a per trade basis. The ITrade object doesn't seem to have a 'TradeRisk' property in it.

-Regards

Vinoth
murray
Posts:435
10-10-2008 1:16 PM Alert 

TradeRisk was just used for sizing so , it was not saved in Structure. Please explain clearer exactly what you are trying to do.

murray
Posts:435
10-10-2008 1:16 PM Alert 

TradeRisk was just used for sizing so , it was not saved in Structure. Please explain clearer exactly what you are trying to do.

vinoth
Posts:7
10-13-2008 6:14 AM Alert 
I wanted to calculate Expectancy as NetProfit / TotalRisk, where TotalRisk is the sum of Risk taken across all trades in a session.

I wanted to compute risk in each trade as TradeSize * Abs(EntryPrice - StopLoss). The tradeSize is available on a per trade basis but how can i compute the 2nd part: Abs(EntryPrice - StopLoss) ? Is that readily available on a per trade basis ?

-Cheers
Vinoth
murray
Posts:435
10-14-2008 10:46 AM Alert 

You can use the active order structure to get the price of the stop loss.

 
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