RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Details >

FillPriceAvg

 

 

 

 

Category

Current Position Information

Description

Average entry fill price of the current symbol when pyramiding (MaxSameSym > 1)

Notes

FillPriceAvg returns the share-weighted average entry fill price of all open positions of the current symbol — for example the legs of a pyramided position (MaxSameSym > 1), or the positions held by several strategies in a group.

FillPriceAvg returns nan when referenced directly for the current strategy's own position, so it must be wrapped in Combined (the current strategy and any strategies grouped with it) or Extern (another strategy).

 

 

 

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