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Date/Time: Fri, 27 Dec 2024 00:59:15 +0000



s_SCPositionData::AveragePrice

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[2016-03-14 03:03:43]
onnb - Posts: 662
1. the average price I see in ACSIL is dependent on the user settings in Chart Trade Settings->Position->Use Flat to Flat Average Price for Position Line?
2. the average price I see in ACSIL should be the same as the position line on the chart
[2016-03-14 04:33:49]
Sierra Chart Engineering - Posts: 104368
1. No it is not. It is a fill to fill calculation.

2. In the case of ACSIL we would use a separate variable for this.

Is this for simulated or non-simulated trading?
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:
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[2016-03-14 05:04:07]
onnb - Posts: 662
2. the average price I see in ACSIL should be the same as the position line on the chart?
forgot the question mark in my original post. it was a question, not a statement. for now just trying to get clarification how its supposed to work from ACSIL. from your answer, I understand that ACSIL would always return fill-fill average price?

this thread is related to simulated and non-simulated.

btw, the ACSIL docs here http://www.sierrachart.com/index.php?page=doc/doc_ACSILTrading.html#s_SCPositionData
reference this page - http://www.sierrachart.com/index.php?page=doc/doc_TradeStatusWindows.html#HowAvgPricePositionsCalcUsed
so it seems as if the acsil average price behaves according to the UI settings
[2016-03-14 16:17:21]
Sierra Chart Engineering - Posts: 104368
Yes, a fill to fill order grouping method is used.

The documentation has been updated.

This is true whether the trading is simulated or non-simulated.

However, there can be exceptions for non-simulated trading. For example, in the case of Interactive Brokers there is an option to always use the average price from the Interactive Brokers Position Data.
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
[2016-03-22 16:58:08]
onnb - Posts: 662
and with ACSIL, is lifo or fifo used?
[2016-03-22 17:52:25]
Sierra Chart Engineering - Posts: 104368
This is controllable:
https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#OrderFillMatchingMethods
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

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