|
Category
Current Position Information
Description
Dollar value of current position at time of entry
Notes
FillValue returns the initial position size, in notional dollars, of the current position.
This same value could be simply calculated as FillPrice * Shares * PointValue.
The one exception to FillValue being the initial position size 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, FillValue automatically retrieves the exit position size when these two formulas are evaluated at position exit time.
If you need FillValue to be negative for short positions, multiply it by Side.
|
