Position.realizedPL(PositionID) question

[tgreenson]

I have been working with the Automated Trading Beta for awhile now and it works quite well, the execution speed and available functions are terrific. I have built an entire platform trading multiple currencies to Interactive Brokers and it all works great. I have only one query and it could be that I am misreading the documentation.

I am attempting to determine the realized profit/loss, per my broker's records, from a particular trade, once the trade has been closed out. Documentation states that "Position.realizedPL(PositionID)" should return the realized P&L for that specified position ID. Instead I am getting the total P&L for the currency pair in question, with that trade included, as of the close of that trade.

My question is, is there a method in place by which I can retrieve the realized P&L for a particular trade?

Thanks in advance,
Tom

[AdamS01]

Hi Tom

I also use EFS-AT with IB and find it very good.

I think that there is NO inbuilt function to give you the P&L for an individual trade.

I calculate this info myself.

Entry price for position can be fund quite easily using

function onPositionUpadte(positionID)
....
nEntryPrice = Position.price(positionID);

Finding an exit price is a bit more difficult.

I capture last execution price in
function onExecutionUpdate(executionID)
{ ....
nLastExecutionPrice = Execution.price(executionID);
}

and in OnPositionUpdate when position becomes 0
I set exit price using nLastExecutionPrice


if (Position.qty(positionID) == 0)
nExitPrice = nLastExecutionPrice

[tgreenson]

Thanks for getting back with me Adam,
I've been doing it similar to how you have been but I have been using the fill price on whatever order, be it a stop or a profit exit, to do the calculations. I just figured that because we had to send a position Id that "Position.realizedPL(PositionID)" was intended to return the realized P&L for the position that the position ID referenced.
Cheers !

[AdamS01]

thanks
this is great suggestion
i missed out this function