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Direct MessagesDate/Time: Mon, 06 May 2024 00:42:03 +0000
s_SCPositionData members - LastEntryDateTime & LastExitDateTime
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| [2017-04-28 02:04:42] |
| User553714 - Posts: 184 |
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Hi, I am using the following method to retrieve the bar Index of the LastEntryDateTime & LastExitDateTime of the last position; SCDateTime LastEntryDateTime = PositionData.LastEntryDateTime; PositionEntryIndex = sc.GetContainingIndexForSCDateTime(sc.ChartNumber, LastEntryDateTime); SCDateTime LastExitDateTime = PositionData.LastExitDateTime; PositionExitIndex = sc.GetContainingIndexForSCDateTime(sc.ChartNumber, LastExitDateTime); Would this be the most reliable way of retrieving the Index of the last position (Entry & Exit) or can you suggest a better method? I am asking since at times the method works perfectly at other times it seems to become unreliable. I think it may be related to when I am cancelling orders that haven't filled; are orders that haven't filled and which are cancelled considered "Positions?" In such a circumstance using the above method for retrieving the "LastExitDateTime" BarIndex recursively returns the Current sc.Index which seems like odd behaviour as I am using "PositionData.LastExitDateTime"? Any suggestions will be appreciated. Thanks |
| [2017-04-28 05:07:26] |
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That is the right method. However, you might want to use the functions to get a nearest match instead of a containing match. are orders that haven't filled and which are cancelled considered "Positions?"
No.
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