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Date/Time: Sat, 18 May 2024 15:24:55 +0000



Post From: LIFO /FIFO fill matching problem in REPLAY

[2018-10-12 10:14:51]
Sierra Chart Engineering - Posts: 104368
Version 1821 is going to be released in about 20 minutes. It has a new setting in Chart >> Chart Settings >> Advanced Settings 3 to control the Open Position Average price calculation method. There are four choices giving you complete flexibility.

Test and let us know if it works properly. We only did some very basic testing at this time.

The flat to flat calculation method is still the original implementation and if the new FIFO and LIFO methods work well, we will re-implement it using the same technique which reverse iterates the fills to determine those fills for the current position. We are fairly sure this is a valid technique but maybe we did not think of all scenarios.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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