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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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