Announcement

Collapse
No announcement yet.

Getting fill price in to a variable

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Getting fill price in to a variable

    What is the best way to record the fill price of this strategy command in to a variable:

    Strategy.doLong("Long Entry", Strategy.MARKET, Strategy.NEXTBAR, 100

    I'd been doing it manually by using open, high, low commands etc. But sometimes the fill doesnt match what the strategy manager records on the back test output. Is there a way to just stick the last fill price in a variable. ex:

    EntryPrice=lastFill ?



    Geoff

  • #2
    For the strategy you list, you should be filled at the next bar's open price.

    I don't know of any variable that holds the fill price. You have to track it manually as you have been doing.

    Comment

    Working...
    X