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Wrong value for Position.AvgPrice in backtesting

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    Wrong value for Position.AvgPrice in backtesting

    I was trying to set up profit target by Calculation.Price mode, in it, I used Position.AvgPrice as reference, however, in backtesting, the values of Position.AvgPrice get wrong /out of date lately on, not for the first a few bars.
    I don't know the reason, any help is welcome.

    #2
    Hello Majorshi,
    Thanks for your post.

    Have you used the Print command to compare the expected values with the unexpected?

    Can you post the code in the forum or send it to Support[AT]NinjaTrader[DOT]com with Attn: Joydeep in the subject line with the reference of this thread so that I could investigate it further.

    I look forward assisting you.

    Regards,
    Joydeep.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      I am also having this issue
      Right after calling this:

      EnterLong(_contracts, "Long2");
      Print("Postion Avg Price = " + Position.AvgPrice);

      returns:
      Postion Avg Price = 0

      until the next OnBarUpdate. Is this expected in Backtesting and will it preform different when live?

      Comment


        #4
        That would be expected Laserdan, you can run live with CalculateOnBarClose = false so it would 'register' quicker. For the quickest feedback on any incoming fills, check in OnExecution() instead.
        BertrandNinjaTrader Customer Service

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