I'm optimizing my strategy to update my stop order to move to the breakeven price ("PositionAccount.AveragePrice").
However the averagepositions results are getting skewed when the addon positions are getting filled or stopped out. Specifically I do want the order exit criteria to NOT follow the FIFO order/position fill criteria.
Is there a setting/option where I can change the Average price calculations to a LIFO based criteria on my active NT brokerage account(cqg continuum data)?
Thanks
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