Position.AvgPrice

[Trader.Jon]

Greets,

I am trying to 'capture' the price of the entry, when the order is placed, for further use.

privatedouble MyEnterP125 = 0;
 
protectedoverridevoid OnBarUpdate()
{ sThisPrice.Set(Position.AvgPrice);
 
{ if ( (Position.MarketPosition == MarketPosition.Flat) && (timeSeries[0] >= 1) )
// Try to go LONG
{ if ( WatchToGoLong == 1 )
.................
if ((iOrderL5 == null || Historical) && iQuantity5 != 0)
{ iOrderL5 = EnterLong(0, iQuantity5, sENTRY5L);
MyEnterP125 = sThisPrice[0];
Print("Entry Price PT125 "+MyEnterP125);
}
 

I also had tried

MyEnterP125 = Position.AvgPrice;

(without using the DataSeries.Set etc) ... everything compiles but I only get '0'
(as in MyEnterP125 = 0; ) at the print during the strategy run on whatever attempt that does compile ...

Obviously missing something ...

Any assist is appreciated!

Thanks,
Jon

[koganam]

Your brackets look funny. Are you sure that you have posted the correct code?

[Baruch]

MyEnterP125 = Position.AvgPrice

This instruction is correct, but you cannot execute it in OnBarUpdate()
immediately after executing an Enter..().
You can place it in OnExecution() or query it on the next bar.

Baruch

[Trader.Jon]

Originally Posted by koganam

Your brackets look funny. Are you sure that you have posted the correct code?

I only posted the relevant portions for clarity and not all the brackets were carried forward.

Thanks for the feedback.

Jon

[Trader.Jon]

Originally Posted by Baruch

This instruction is correct, but you cannot execute it in OnBarUpdate()
immediately after executing an Enter..().
You can place it in OnExecution() or query it on the next bar.

Baruch

Baruch,

Thanks, I will give that a try.

Jon