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Direct MessagesDate/Time: Sat, 18 May 2024 11:37:05 +0000
Post From: LIFO /FIFO fill matching problem in REPLAY
| [2018-10-17 18:47:52] |
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We have given some thought to using Last In First Out to the Daily Profit/Loss calculation. To do this properly requires that the position quantity is determined by what is called the Trades list. In the past the LIFO Position Average price was being calculated by the trades list and was using the position quantity as determined by the trades list. This was not always reliable and therefore the correct average price could not always be determined. The new method of determining the LIFO position average price is much more reliable. But this reliability means that it is not possible to do the LIFO Daily Profit/Loss when loading of historical fills which is absolutely critical. So in version 1823 we have removed that calculation and reverted Daily Profit/Loss back to using FIFO. So at this point our decision is we are not going to support LIFO with Daily Profit/Loss because it cannot be done accurately and also still support a reliable LIFO calculation for Position Average Price. We will still think about this but it would require additional options but right now we do not want to get involved in that and confuse users. 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: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-10-17 18:48:22
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