Date/Time: Wed, 04 Oct 2023 11:06:29 +0000
Post From: Average Price for Only Open Positions ?
Sierra Chart Engineering - Posts: 104368
Therefore you are looking at a FIFO calculation. How this works is documented here:
Trading Information Windows: Use First In First Out Fill Matching for Open Position Average Price
Is that what you are looking for?
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:
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Sierra Chart Teton Futures Order Routing