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Date/Time: Fri, 26 Apr 2024 22:04:38 +0000



Post From: Average Price for Only Open Positions ?

[2022-03-14 15:54:08]
tailwhip - Posts: 18
Regarding the following from the last post...

"Using your method, let us take an example. If the entry price of the first fill is 1005 and there is a quantity of 500 and then 499 of those contracts are closed out. And then there is another entry for a single contract at a price of 1100 and then you perform a simple average price calculation without any regard to quantities, you are not going to have a true average price calculation at all. in your case, you would come up with an average price of 1,052.5. This is wrong!"

What's wrong with it? 1052.5 is the number I would be looking for. Call it what you want. This is what I've been asking for the entire time. Please refer to the very first line in the very first post. Could you please answer this question...

Can the current version of Sierra do this? Yes or No.

If not, can it please be added? It's a standard TT DOM calculation. As you state "You are just doing a simple average price calculation in your description above. That is definitely not correct." With you saying that I can assume it's very easy to add.


I'm not saying any of the current calculations Sierra does are wrong....until I was told what I'm looking for is flat to flat.

"Therefore what you want is definitely this one:
Trading Information Windows: Use Flat to Flat Open Position Average Price

It definitely does what you want. If not, it must have something to do with the loaded order fills in the chart."

I'm just asking if a simple average price calc is possible or can be added....that's it!