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Direct MessagesDate/Time: Mon, 06 May 2024 07:39:38 +0000
After average price of position changes, moving orders shows wrong tick offset
View Count: 561
| [2016-06-29 00:16:35] |
| i960 - Posts: 360 |
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Say you enter at 100 with stop at 90, tick offset of that stop is 10. If you enter another order say at 110, stop at 100, tick offset is also 10, but new average price is 105. Should it still be 10 here or actually be 5 and 15 for both stops? It's kinda weird too when one scales in and out (which changes their average) and then after that the remaining stop (which could have been the 1st entry) then shows a tick offset from the position price that is no longer accurate (since position moved). |
| [2016-06-29 02:15:22] |
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We never really thought about this. We can do the calculation relative to the Position price after the order fills so long as the Position Average Price is correct. But we cannot always be certain of that. Right now it is relative to the fill price when there is a fill.
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