Support Board

When the external Trade Service Position Average price is used for Positions, it is because the Sierra_Chart calculated Position Average Price by the internal Trades list in the chart, which consists of the order fills that Sierra_Chart has in the Trade Activity Log, does not have a matching Trade Position Quantity so it cannot be used.

A mismatching Position Quantity is the result of missing, incomplete or inaccurate order fill data.

Here is an example of how this kind of condition can arise:

Let us say at a given moment in time, all of the existing order fills both opening and closing, that Sierra_Chart has for a particular Symbol and Trade account have been matched with each other and the current Open Position Quantity is 0.

A new trade is made in symbol ABC in trade account 1234, creating a Position Quantity of 10. This is the result of a buy order with a quantity 10, that filled. This is considered an opening fill. There is also associated with this original order, a protective sell Stop order.

This Stop order later fills and takes the Position Quantity back to 0. At the time of that fill, Sierra_Chart is not connected to the trading server. Add a later time, into the next day, Sierra_Chart is connected to the trading server but the server does not provide this Stop order fill upon connection. Therefore, Sierra_Chart considers according to its own internal Trades list, that for symbol ABC and trade account 1234, there is a Position Quantity of 10 still.

But yet the real Trade Position Quantity is 0 because the Stop order filled and took the Trade Position Quantity back to 0.

The trader then enters a new by order of quantity 10 and it fills. The actual Position Quantity is 10. But according to Sierra_Chart, it now has the internal Position Quantity at 20. It is this difference between these two Trade Position Quantities, which causes the external Trade Service Average Price to be used since it corresponds to the actual Position Quantity of 10.