EFS Fill vs. Broker Fill

[doug1]

Is there a way to change the EFS fill price with my actual broker fill price for an order?

Ex.

Strategy.doLong("LONG ENTRY-B", Strategy.CLOSE, Strategy.THISBAR);

Strategy.doSell("LongExit Stop", Strategy.STOP, Strategy.THISBAR, Strategy.ALL, system_sl);

So, suppose my broker fills me at 900.50, but EFS fills me at 899.50. Assuming my EFS program has the broker fill info, how would I change the EFS fill of 899.50 to 900.50 ?

[JayF]

doug1,

The "Strategy." class is used in the backtester, but broker fills would be in real-time. I'm unsure how you would integrate the two. If you could explain the net result you are looking for, then we would have a better understanding on how to help.