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Date/Time: Sun, 19 May 2024 13:52:31 +0000



[User Discussion] - ACSIL - s_SCPositionData - structure - request for additional fields

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[2015-08-01 05:20:16]
ejtrader - Posts: 688
SC Team - Wanted to find out the true AveragePrice of the current position considering multiple scale-in/scale-outs.

Looking at the s_SCPositionData - structure - none of the fields seems to account for closed PL due to multiple scale-in/scale-out cases that would have been part of the trade since most recent flat/opposite position.

Would you please see if it is possible to add the field:
cumulativePLsincelastFlat or CurrentPositionClosedPL

This would be very similar to already existing field CumulativeProfitLoss with an additional requirement to reset to zero under any of the following conditions.

- when the most recent fill makes the position flat
- when the most recent fill makes the position to go from long to short (was not flat during transition phase)
- when the most recent fill makes the position to go from short to long (was not flat during transition phase)

Thanks
Date Time Of Last Edit: 2015-08-01 17:05:23
[2015-08-02 01:10:32]
ejtrader - Posts: 688
I certainly didn't have much hopes that you would add this field.

However instead of marking this as an user discussion, would have appreciated if you have provided a reason - even a simple sentence - "due to complexity we won't be able to add this field".

I would find my way around this.
Date Time Of Last Edit: 2015-08-02 01:10:58

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