Support Board
Date/Time: Mon, 23 Dec 2024 03:11:11 +0000
Post From: ACSIL - List Closed Orders
| [2015-07-06 03:23:12] |
| ejtrader - Posts: 688 |
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Post 12 - OK - I understand now about the limitation. Historical OrderID's can't be pulled as the trades are NOT actually available in Trade -> Trade Orders and Position (as they are NO longer active) - Would find an alternate solution for this. Post 13 - Thanks for correcting the efficiency calculations. On a side note - Optionally You might want to include the MAE / MFE calculations as well in the list ( I am calculating them through ACSIL ) - But few of them might find it useful. Your call on whether to include them or not :) const double MAE = abs(worstPrice - TradesList[TradeIndex].AverageEntryPrice) * TradesList[TradeIndex].EntryQuantity; const double MFE = abs(bestPrice - TradesList[TradeIndex].AverageEntryPrice) * TradesList[TradeIndex].EntryQuantity; Post 14 - Thanks. Could adjust the time accordingly. For me - no issues using a generic time for this as I only use CME products to trade and can set to 17:00 CT. However a generic approach might be a preferred one as the start time varies from instrument to instrument. Probably a good idea to pick sc.StartTime1 for this as it would make it more generic. Your call in the end as well on this. Thank you SC Team for all the help in this thread. No more open questions on these topics at this time. Thanks Date Time Of Last Edit: 2015-07-06 03:23:46
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