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Price of merged position when merging BUY and SELL orders |
MikeD
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Post subject: Price of merged position when merging BUY and SELL orders |
Post rating: 0
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Posted: Fri 13 Dec, 2013, 14:31
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User rating: 0
Joined: Wed 10 Oct, 2012, 09:47 Posts: 33 Location: GermanyGermany
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according to documentation "Merged order open price, i.e. IOrder.getOpenPrice, is the weighted average of mergeable order open prices." This is correct if I open orders in the same direction. However it is NOT so if I merge BUY and SELL position with different lots. Please explain the price setting in this case.
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tcsabina
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Post subject: Re: Price of merged position when merging BUY and SELL orders |
Post rating: 3
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Posted: Fri 13 Dec, 2013, 15:27
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User rating: 164
Joined: Mon 08 Oct, 2012, 10:35 Posts: 676 Location: NetherlandsNetherlands
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MikeD
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Post subject: Re: Price of merged position when merging BUY and SELL orders |
Post rating: 0
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Posted: Fri 13 Dec, 2013, 17:31
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User rating: 0
Joined: Wed 10 Oct, 2012, 09:47 Posts: 33 Location: GermanyGermany
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thanks a lot for clarification!
Now let us consider GLOBAL account. The if we open second order it is automatically aggregated (merged) with the first one. Are the rules for price of newly created aggregated position the same? I checked for position in same direction, these are the same. What about price for two positions of different directions? I would like to ask either JForex developers or somebody having experience with GLOBAL accounts.
Thank you!
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