Retrieve exit price within a strategy

[laparker]

Can some one please point me in the right direction to get the exit price when executing ExitLong() etc within a strategy? I can get the entry price with Position.AvgPrice but the exit price eludes me.

Thanks

[ctrlbrk]

Use the Performance.RealtimeTrades and Performance.AllTrades class, some examples can be found in the help guide.

Below is a quick example cut and paste from one of my older strategies, I can't remember 100% but think it works

                        if (BarsSinceExit() >= 0 && Performance.RealtimeTrades.Count > 0)
                        { 
                        Trade lastTrade = Performance.RealtimeTrades[Performance.AllTrades.Count - 1];
                        if (lastTrade != null) 
                        {
                            string PnLText = null;
                            System.Drawing.Color PnLColor = Color.CornflowerBlue;
                            
                            PnLText = "PnL: " + Instrument.MasterInstrument.Round2TickSize(Performance.RealtimeTrades.TradesPerformance.Points.CumProfit) + " points (" + Performance.RealtimeTrades.Count + " trades)\nLast: " + lastTrade.Entry.MarketPosition + " " + lastTrade.Entry.Price.ToString("0.00") + ", out " + lastTrade.Exit.Price.ToString("0.00");
                            if (lastTrade.ProfitPoints > 0) PnLText += " (+";
                            if (lastTrade.ProfitPoints < 0) PnLText += " (";
                            if (lastTrade.ProfitPoints == 0) PnLText += " (";
                            PnLText += lastTrade.ProfitPoints + ")\n ";
                            
                            if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit > 0) PnLColor = Color.CornflowerBlue;
                            if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit < 0) PnLColor = Color.Maroon;
                            DrawTextFixed("Realized PnL", PnLText, TextPosition.BottomLeft, PnLColor, new Font("Arial", 10), Color.Black, Color.Black, 5);
                        }
                        }

Mike

[laparker]

Well done Mike, I'll give it a try.

Thanks

[ctrlbrk]

No problem, glad to help.

Mike