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Direct MessagesDate/Time: Sat, 18 May 2024 08:44:01 +0000
Post From: LIFO /FIFO fill matching problem in REPLAY
| [2018-10-19 08:32:50] |
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In regards to post 42 and 43, we are very very busy and you cannot expect quick answers to us. Previously we said this: 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.
We have thought about this and we are now implementing a solution. It is a new Position Average Price option named:"Use Last In First Out Fill Matching for Open Position Average Price and For Daily Profit/Loss (less reliable)"
or is SC just sending random close orders with no reference to anything else other than itself? Yes. When Sierra Chart sends orders there is no connection between how Sierra Chart matches orders for reporting and how the backend trading service which in your case would be CQG is matching orders. The two are wholly unrelated. And this is totally irrelevant as well. Unless there is an interest in a real-time account balance calculation which CQG does not provide any way. ---- Why can it not be changed? It used to be like that!
We have been consistently clear and we have stated this here:Reimplementation of Trades and Trade Statistics and Period Trade Stats Tabs/Calculations | Post: 158120 We have only said that LIFO would be used for the Position Average price in this thread. And added the capability to also do the Daily Profit/Loss. 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: 2018-10-19 08:33:35
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