how to know filled price?
Posted: Jan 19 2023
the strategy executes at a price of "x" but the order enters at a price "y" due to slippage...is it possible to know the broker's load price via code? what instruction should i use? thank you
Hello turbofib,
In SA mode there's EntryPrice or OpenEntryPrice.
If you don't use the "Allow up to X entry orders in the same direction" option, there's also AvgEntryPrice_at_Broker_for_The_Strategy.