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Date/Time: Sat, 18 May 2024 12:40:39 +0000



Post From: LIFO /FIFO fill matching problem in REPLAY

[2018-10-13 21:22:12]
Sierra Chart Engineering - Posts: 104368
I have a fear that you have gone way too scientific on the whole thing and made something really simple become a monster with lots of numbers trying to justify something that doesnt have to be...... (AS ABOVE!!)
In reality, it is the exact opposite. There has been a major simplification of the internal code and the method of determining the Position Average Price, is very reliable now and can be done in so many more cases than previously. We are quite happy with the outcome so far. We just need to finish with some additional fields for Trade statistics for flat to flat calculations.

Basically what you also want is the Daily Profit/Loss to use a last in first out calculation. That is just an additional calculation. We will do that.
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

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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