Support Board
Date/Time: Wed, 12 Mar 2025 06:07:40 +0000
Post From: flat to flat open position average price calculation
| [2019-04-04 21:28:44] |
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We are very very puzzled by this. To say that Sierra Chart does not calculate average price of a Position correctly and does not offer what you want makes no sense at all. There are several different calculation methods here: Trading Information Windows: How Average Price for Positions Is Calculated and Used To calculate the position average price properly requires that there are no missing order fills and possibly there are in your case. To avoid this issue, use this service: Sierra Chart / Trading Technologies Futures Order Routing Service You are also talking about scaling in and out extensively. This is completely irrelevant to a position calculation. A position consists of unmatched fills. How those fills arise is completely irrelevant. There are two standard methods of matching of fills in order to reduce the position quantity and therefore result in what order fills remain and therefore what fills will participate in the current position average price calculation. There is LIFO and FIFO. Both of these are fully supported and can be selected. The proper terminology here is not open orders but unmatched fills or open trades (Or sub trades). 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: 2019-04-04 21:40:55
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