Support Board
Date/Time: Sat, 01 Feb 2025 06:33:38 +0000
Post From: Potential Error with Position avg - specific to when you add volume profile to trading dom
[2019-06-22 05:52:12] |
enemyspy - Posts: 306 |
Ok I did More Testing. I was originally using sc.GetTradePositionForSymbolAndAccount() due to different trade/quote symbol. I tried Testing sc.GetTradePosition() this time. Here Are my observations: The Chart Settings used: Symbol: GC-201908-NYMEX Trade And Quote Symbol : MGC-201908-NYMEX-USD-10 Chart Settings >> Advanced Settings3 >> Open Position Average Price : Use Theoretical Position Average Observations: 1. Filling the s_SCPositionData using sc.GetTradePosition(): -The AveragePrice member does indeed match what is displayed. -However it is using the tick value of GC instead of MGC to caclulate the PL (10x > what it should be) 2. Filling the s_SCPositionData using sc.GetTradePositionForSymbolAndAccount(PositionData, sc.GetTradeSymbol(),sc.SelectedTradeAccount): -The AveragePrice member does not match what is displayed on the Dom unless you are using the default FIFO method. -It is using the tick value of GC instead of MGC to caclulate the PL (10x > what it should be). Unless I have gone completely crazy (which there is a good chance of), There might be some cross references of the symbols when the struct gets filled. Did you try testing it that way? Date Time Of Last Edit: 2019-06-22 05:52:59
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