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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
imageAverage_position_price.png / V - Attached On 2019-02-20 17:25:06 UTC - Size: 49.14 KB - 398 views