Hello, I have a Problem with IOrder::getOpenPrice() in the Historical-Tester
I am submitting my Market-Orders like this:

submitOrder(label, instrument, cmd, 0.001, 0, 0, sl, tp);


In the onMessage()-Procedure, on ORDER_FILL_OK & ORDER_CLOSE_OK Messages I'll print the getOpenPrice() to the console.
Sometimes it happens that the Price of the same Order, returned by getOpenPrice() on ORDER_FILL_OK Message differes from the price returned in ORDER_CLOSE_OK Message

Some Examples:

getOpenPrice() on ORDER_FILL_OK = 147.475
getOpenPrice() on ORDER_CLOSE_OK = 147.4721

getOpenPrice() on ORDER_FILL_OK = 146.765
getOpenPrice() on ORDER_CLOSE_OK = 146.7647

getOpenPrice() on ORDER_FILL_OK = 146.555
getOpenPrice() on ORDER_CLOSE_OK = 146.5547

All of these Orders were fully filled at the Time ORDER_FILL_OK was recieved. (I checke'd for OrderState FILLED)
This is confusing to me because I thought that the OpenPrice should not change after a Order is fully filled
Could that be a rounding-Problem? (I don't use any formatting-Operations on the double-Value, just pass it to the Console)

Any Ideas?

Could you please provide an example strategy which replicates this and precise Historical Tester settings that you use?

Hello,
this example strategy places Orders for each H1-Candle, the "initial" OpenPrices are stored in a ArrayList.
On ORDER_CLOSE_OK the OpenPrices get compared and if they dont match a Err-Line is sent to the Console.

This example strategy only works with GBPJPY but the problem also occurs on other Instruments.

My HistoricalTester-Settings:

visualMode = true
optimization = false
show Msg = true
TestPeriod = last Week / I tryed different Periods but the Problem still occurs
mode = Ticks / process all Ticks

This is because of the settlement - commission does not get applied to the order amount, but rather the open price gets adjusted. Run the updated example strategy to see that only the orders which have been open during the settlement have had their open prices changed.