Can I just check my assumption is true:
If in SA mode for autotrading will "entryprice", in a strategies code, return the actual filled price from the broker (with slippage etc) and NOT the theoretical stop/limit price assuming best fill?
If in AA mode will "entryprice" only refer to the best fill chart price?
Thanks!
entryprice reserved word in SA vs AA autotrading mode [SOLVED]
- Henry MultiСharts
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Re: entryprice reserved word in SA vs AA autotrading mode [SOLVED]
Hello wilkinsw,
In SA mode "entryprice" returns the actual order fill price from the broker.
In AA mode "entryprice" returns average entry price calculated for the strategy on the chart.
In SA mode "entryprice" returns the actual order fill price from the broker.
In AA mode "entryprice" returns average entry price calculated for the strategy on the chart.
Re: entryprice reserved word in SA vs AA autotrading mode
Henry, my understanding of what you are saying is that the value returned by the EntryPrice keyword in PL signal in AA mode is based on the simulated fill on the chart and may not have anything to do with the actual fill at the broker. Correct?In SA mode "entryprice" returns the actual order fill price from the broker.
In AA mode "entryprice" returns average entry price calculated for the strategy on the chart.
The above makes sense to me based on my understanding of how AA is supposed to work. But at same time, the response here seems to be contradictory since what is being said here is that the EntryPrice for the AT engine matches the order fill at the broker and is different from the EntryPrice on the chart. Can you please reconcile the two? Is it that what is being said is that the SetStopLoss() works with the price based on the real fill even though the EntryPrice keyword in PL code returns the price of the simulated fill?
- Henry MultiСharts
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Re: entryprice reserved word in SA vs AA autotrading mode
That is correct.Henry, my understanding of what you are saying is that the value returned by the EntryPrice keyword in PL signal in AA mode is based on the simulated fill on the chart and may not have anything to do with the actual fill at the broker. Correct?
That's right.Is it that what is being said is that the SetStopLoss() works with the price based on the real fill even though the EntryPrice keyword in PL code returns the price of the simulated fill?