Suggestion: AvgExitPrice, LastExitPrice, LastEntryPrice

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Bruce DeVault
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Suggestion: AvgExitPrice, LastExitPrice, LastEntryPrice

Postby Bruce DeVault » 09 Feb 2010

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.

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ABC
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Postby ABC » 09 Feb 2010

I second that, it's very useful to have direct access to each entryprice/exitprice of a scaling position.


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