LastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]; Commission = LastTrade.Commission;
What I would like to get instead is the comission of the entire order of 20 contracts.
Currently I'm using this code:
protected override void OnPositionUpdate(Position position, double averagePrice, int quantity, MarketPosition marketPosition) { if (Position.MarketPosition == MarketPosition.Flat && SystemPerformance.AllTrades.Count > 0) { if (Position.MarketPosition == MarketPosition.Flat && SystemPerformance.AllTrades.Count > 0) { if (Position.Instrument.FullName == Instrument.FullName) { string OrderAction = ""; string OrderType = ""; double EntryPrice = 0; double ExitPrice = 0; double GrossProfit = 0; double NetProfit = 0; double Commission = 0; double Fees = 0; Trade LastTrade; // Get commission for the order/position LastTrade = SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1]; Commission = LastTrade.Commission;
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