Hello,
Do you have any tip how to save slippages from real-time trading to external txt file? Situation is getting complicated if more strategies are trading one symbol, so you cant use functions "avgentryprice_at_broker" etc. It is absolutely clear that you can save close values where you are entering/exiting based on back-tested results (intended entries), but to get brokerage price? Does also similar function exist for exit price?
Thank you very much,
John
Slippage saver, Brokers prices
- Henry MultiСharts
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Re: Slippage saver, Brokers prices
Hello John,
That is possible to export values to a file using Print or FileAppend reserved words.
Please see the Strategy Position Trades reserved words for receiving the actual fill price from broker.
That is possible to export values to a file using Print or FileAppend reserved words.
Please see the Strategy Position Trades reserved words for receiving the actual fill price from broker.
Re: Slippage saver, Brokers prices
Hi, yes, I am aware of these functions. I know how to export from Easylanguge, but the problem is how to get exact brokers prices (filled price). What functions to use?
entryprice = not possible because this function doesn't return brokers price
avgentryprice_at_broker = not possible because of more strategies trading on one ticker
Thank you,
entryprice = not possible because this function doesn't return brokers price
avgentryprice_at_broker = not possible because of more strategies trading on one ticker
Thank you,
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2958 times
Re: Slippage saver, Brokers prices
As I have already said above - you need to check the Strategy Position Trades reserved words for receiving the actual fill price from broker:
PosTradeEntryPrice - Returns an absolute numerical value, indicating the execution price of trade entry order.
PosTradeExitPrice - Returns an absolute numerical value, indicating the execution price of trade exit order.
PosTradeEntryPrice - Returns an absolute numerical value, indicating the execution price of trade entry order.
PosTradeExitPrice - Returns an absolute numerical value, indicating the execution price of trade exit order.