Portfolio Example

A simple strategy demonstrating how to use Portfolio in NautilusTrader.

The Portfolio is a central component that tracks the state of your trading account. It connects directly to the broker to get real-time positions, balances, and P&L.

Example Highlights

The strategy shows portfolio information at four key points:

1. Initial State: Before any trades are executed.
2. Position Open: When a new position is created.
3. Mid-Trade: Two minutes after position opening.
4. Final State: After all positions are closed (when strategy stops).

To simulate these specific portfolio states, the strategy fires bracket order (a combination of an entry order with associated take-profit and stop-loss orders), allowing us to demonstrate the complete lifecycle of portfolio states.

Additional info

Key differences between Portfolio and Cache:

Portfolio:

• Gets data directly from broker for maximum accuracy.
• Best for real-time position and risk management.
• Provides authoritative account state (margins, balances).
• Should be used for critical trading decisions.

Cache:

• Stores all trading data in system memory.
• Useful for quick access to historical data and market state.
• More efficient for frequent queries as it avoids broker round-trips.
• Updates automatically as new data arrives.
• Might have minimal delay compared to broker data.

Additional Resources

For more information about Portfolio in NautilusTrader, see:

• Portfolio API documentation - search the codebase for Portfolio class.
• Portfolio concept guide - see the "Portfolio" section in the documentation for more details.