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OrderPrice

 

 

 

 

Category

Current Position Information

Description

Entry order price

Notes

OrderPrice is the actual or implied price per share or contract of the entry order of this position.

For a strategy with EntryLimit and/or EntryStop this will be the price that would have been used in an order generated by RealTest.

For a market-order strategy, OrderPrice is the Close of the most recently completed bar when the order is made.

Use OrderPrice explicitly in your Quantity formula when using QtyType: Shares to ensure that backtest and live order sizing match.

To ensure that a percent-based or value-based Quantity is based on OrderPrice, use QtyType: PercentOrder or QtyType: ValueOrder respectively.

Use FillPrice to obtain the actual entry price of the current position, which may differ from OrderPrice when there is a price gap between the close and next open.

 

 

 

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