Support Board
Date/Time: Tue, 11 Feb 2025 08:55:54 +0000
[User Discussion] - Avg price or Flat to Flat instead of Lifo/Fifo
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| [2020-09-02 14:42:00] |
| User734806 - Posts: 4 |
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Hello, Is there a way to use Flat to Flat or a price avg instead of Lifo/Fifo? I tried "Trading: Position Average Price" but it seems to be using lifo If not, then can I look at code for for "Trading: Position Average Price" to see if I can fork from there? as I'm new that would help a lot or a good sample code that deal with past orders filled, quantity and price I'm currently looking at Automated Trading From an Advanced Custom Study: Getting Order Information I will investigate over the weekend, but questions in my min are: 1) Can I attached some strategy ID to the orders 2) can I filter all the order by strategy ID 3) Function like sc.GetFlatToFlatTradeListEntry(), I think they give past orders (entries + exits) from flat to flat. 3.a) Can I filter those by strategy ID or this function combine all strategies id? 3.b) For the current orders going on Stategy1 has 5 entries left, Strategy2 has 3 entries left (so more entries and exits happened). for Strategy1 can I get the list of all the order ending up to 5 entries fr this flat to flat? same thing for strategy2? Basically what I'm trying to do is getting the list of all the orders that got filled for a particular strategy (strategy id) since it was last flat ? (I want this list to include the intermediate trades, meaning: +5ES, -2ES, +3ES,-1ES so the list include the 4 ES trades with a total quantity of +5 ES (+5 -2 +3 -1, 4 transactions) Thank you for your help and advises Date Time Of Last Edit: 2020-09-02 16:08:21
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