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Direct MessagesDate/Time: Fri, 03 May 2024 07:05:40 +0000
Finding Fill Price for a manual placed trade
View Count: 733
| [2017-06-29 19:19:06] |
| Joel Wisdo - Posts: 15 |
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I am having a little bit of trouble finding the trade prices of 2 trades that are manually entered as limit orders. One trade will be a buy limit order and the other will be a sell limit order The goal is - if a trade enters into a buy limit order it will calculate the difference between the entry of the buy limit order and the price of sell limit order that has yet to be filled and vice versa. If you can point me in the right direction on how to find these 2 different prices, I would be grateful and thank you for your help ahead of time. I have weeded through the documentation and I am little confused on how to use sc.GetLastPriceForTrading() and the other sc.Get.... fuctions |
| [2017-06-30 16:27:31] |
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You will need to get the orders themselves which will contain the prices, with this function: http://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#GetOrderByIndex There is also this function but it would not be helpful if one of the orders has not yet filled: http://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#scGetTradeListEntry 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: 2017-06-30 21:22:35
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| [2017-06-30 17:35:52] |
| Joel Wisdo - Posts: 15 |
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Thank you!
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| [2017-06-30 21:16:31] |
| Joel Wisdo - Posts: 15 |
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To my knowledge the following code should return the price of the current trade s_ACSTrade OrderEntry; int Trade = sc.GetTradeListSize(); for (int i = 0; i < Trade; i++) { if (sc.GetTradeListEntry(i, OrderEntry)) { CurrentPrice = OrderEntry.AverageEntryPrice; } } |
| [2017-06-30 21:17:33] |
| Joel Wisdo - Posts: 15 |
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Is that correct?
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| [2017-06-30 21:24:16] |
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s_ACSTrade OrderEntry;
if (sc.GetTradeListEntry( sc.GetTradeListSize()-1, OrderEntry)) { CurrentPrice = OrderEntry.AverageEntryPrice; } 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 |
| [2017-06-30 22:15:20] |
| Joel Wisdo - Posts: 15 |
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Thank you!
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