It would be useful to have a keyword AvgExitPrice that works like ExitPrice but returns the average price of all exits on a scaleout and LastExitPrice that returns the most recent scale out / exit order's fill price even if the position is still underway with some remaining size.
Similarly, it would be useful to have a keyword LastEntryPrice to return the most recent entry fill price on a scale in, rather than having to figure it out backwards using algebra from AvgEntryPrice.
Suggestion: AvgExitPrice, LastExitPrice, LastEntryPrice
Questions about MultiCharts and user contributed studies.
2 posts • Page 1 of 1