Support Board
Date/Time: Tue, 16 Sep 2025 03:29:03 +0000
Post From: Managing mutliple attached orders using ACSIL
[2021-12-03 17:30:13] |
tomas262 - Posts: 153 |
The entry is triggered by an indicator at bar close. I continuously store the price when indicator is signalling entry into a variable lastUpTrendPrice or lastDownTrendPrice. Then double slippage = 0.00000f;
if (PositionData.PositionQuantity > 0) slippage = sc.RoundToTickSize(PositionData.AveragePrice - lastUpTrendPrice); else if (PositionData.PositionQuantity < 0) slippage = sc.RoundToTickSize(lastDownTrendPrice - PositionData.AveragePrice); |