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AvgPrice definition

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    AvgPrice definition

    Hi guys

    I see that ‘AvgPrice’ is defined as:

    “A double value representing the position's average price per unit”.

    Forgive me, but I can’t see exactly what is meant here. I’m guessing that it’s the average price of the last closed bar = (H + L + O + C)/4.

    Would you be so kind as to clarify exactly what is meant by ‘AvgPrice’.

    Thanks very much in advance.

    #2
    arbuthnot, here is not the price or bar data meant, but an avg price of the strategy taken position. If you only execute one order for this position, you see the individual execution price being reported. If you scale in, it would be average of all entry executions.

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