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Date/Time: Sat, 18 May 2024 23:30:35 +0000
Post From: Can't find expected way to calculate average price for position
[2019-02-20 17:28:41] |
User972768 - Posts: 166 |
Thank you again. Glad to confirm that under v1875 new calculation works as expected. I was able to see correct value during multi-lot long trade in Trading DOM field. So far I didn't have a chance to place multi-lot short trade. So confirming only long multi-lot trade results at the moment. Another observation is that study "Trading: Position Average Price" does not produce expected results. The line is close to what I would expect, but not exact. Details of this "not-the-best" trade and values of the study: Fill Lots Theoretical average Study value +84.00 1 84.00 84.00 +83.50 2 83.75 83.75 -83.75 1 83.75 83.50 +83.25 2 83.50 ~83.37 -83.50 1 83.50 83.25 -85.50 0 0.00 0.00 I also attaching screenshot showing fills and "Position Average Price" study in dashed pink color. Thank you and best regards. Date Time Of Last Edit: 2019-02-20 17:31:41
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Average_position_price.png / V - Attached On 2019-02-20 17:25:06 UTC - Size: 49.14 KB - 398 views |