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Date/Time: Sat, 18 May 2024 16:33:13 +0000



Post From: LIFO /FIFO fill matching problem in REPLAY

[2018-10-12 12:04:50]
User884307 - Posts: 173
I will have to go back to version 1810 whilst you sort this out, Ill give it another go later tonight.

Like I said in last post it definately isnt LIFO, it does look like there isnt any difference in behaviour between the LIFO and FIFO options.

If you roll back to V1810, the **LAST(((** working version of this function you will see what I mean.

To test it (LIFO) just simply hit the market in opposite direction to price and keep doing this until market ticks back then fill that last order, it should show you a profit on that last trade in P/L even though the overall position is a loss.

Cheers
Date Time Of Last Edit: 2018-10-12 12:05:21