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    Position Average

    Have question regarding position average price.


    For instance, if you have a strategy which buys 5 lots at:
    94.20, 94.22, 94.28, 94.31, and 94.70


    Is Position.AvgPrice the true average of the highest and lowest (94.45), or a weighted average ?



    #2
    It is whatever your broker reports as position.AvgPrice.

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      #3
      Thank you !

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