Support Board
Date/Time: Sun, 22 Dec 2024 08:54:52 +0000
Post From: ACSIL - s_SCPositionData - structure - request for additional fields
| [2015-08-01 05:20:16] |
| ejtrader - Posts: 688 |
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SC Team - Wanted to find out the true AveragePrice of the current position considering multiple scale-in/scale-outs. Looking at the s_SCPositionData - structure - none of the fields seems to account for closed PL due to multiple scale-in/scale-out cases that would have been part of the trade since most recent flat/opposite position. Would you please see if it is possible to add the field: cumulativePLsincelastFlat or CurrentPositionClosedPL This would be very similar to already existing field CumulativeProfitLoss with an additional requirement to reset to zero under any of the following conditions. - when the most recent fill makes the position flat - when the most recent fill makes the position to go from long to short (was not flat during transition phase) - when the most recent fill makes the position to go from short to long (was not flat during transition phase) Thanks Date Time Of Last Edit: 2015-08-01 17:05:23
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