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FillPriceAvg

 

 

 

 

Category

Current Position Information

Description

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

Notes

For pyrmiding strategies, FillPriceAvg returns the volume-weighted average price of all entry transactions in the current position.

For non-pyramiding strategies, FillPriceAvg simply returns FillPrice.

 

 

 

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