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Current Position Information


Entry fill price


FillPrice is the price per share or contract at which this position was entered.

It is most often used to compute ExitLimit and ExitStop prices.

FillPrice can also be used in the Quantity formula as part of your position size calculation. See notes under that topic for details.

Using FillPrice in Quantity, or using Percent or Value as your QtyType, implies that Quantity can be calculated using live market data.

Use OrderPrice instead, or use PercentOrder or ValueOrder as your QtyType, to model orders placed without live market data.

The one exception to FillPrice being the entry price is when it is used in the Commission or Slippage formulas. Since those formulas are evaluated separately for the entry and exit sides of each round-trip trade, FillPrice automatically retrieves the exit price when these two formulas are evaluated at position exit time.

If for some reason a strategy wants to know the fill price for this symbol in a different strategy, Extern(@strategy_name, FillPrice) can be used.




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