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Direct MessagesDate/Time: Sat, 27 Apr 2024 03:29:37 +0000
Post From: Average Price for Only Open Positions ?
| [2022-03-16 17:27:27] |
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Here is an example of a series of trades: Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Cumulative Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity Duration
[Sim]MESM22-CME (Sim1) Long 2022-03-16 04:26:02.000 BP 2022-03-16 04:36:18.000 4290.50 4299.00 1 2 1 42.50 42.50 42.50 57.50 -7.50 57.50 -7.50 100.0% 76.9% 65.4% 0.00 4302.00 4289.00 1 1 00:10:16 [Sim]MESM22-CME Long 2022-03-16 04:30:21.000 4294.75 1 2 1 0.00 0.00 42.50 57.50 -7.50 0.00 0.00 17.9% 0.0% 0.0% 0.00 4302.00 4290.25 2 0 [Sim]MESM22-CME Long 2022-03-16 04:40:01.000 4297.00 1 2 0 0.00 0.00 42.50 42.50 0.00 0.00 0.00 38.5% 0.0% 0.0% 0.00 4297.00 4297.00 2 0 Total: 42.50 1 Buy 1 2. Buy 1 3. Sell 1 4. Buy 1 In the case of FIFO the position average price will consist, of the fill prices for 2 and 4 in this case. Which is 4295.875. How can it make any sense, not to include the order quantities. And we would like to hear from other users on this. We are not going to put a faulty calculation method in. Makes no sense at all. We do not believe that is what TT is doing. It makes no sense. 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-03-16 17:27:49
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