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IB Changing Average Cost Field

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    IB Changing Average Cost Field

    IB has made a VERY substantial change to how it reports futures positions. The Average Cost field that used to be 0.00 has now been changed to reflect the true average cost of the position including leverage.

    This is causing NT5 to not show the entry price on the DOM and therefore the trailing stops & targets are set at incorrectly. NT5 should not use the IB value unless it makes its own calculations to reduce the average cost back to the average entry price.

    To show an example of what is happening:

    LongES at 1281.50 is now showing as $64,077. The DOM tries to put the entry price at 64077instead of 1281.50. Obviously the trailing stops do not know what to do about that value.

    Can you change NT5 to not use the IB value & do your own calculations?

    #2
    imported post

    - NT5R7 does not look at IB averageCost field for futures
    - prior releases did report the averageCost field as average position price in case a non-zero value was reported by TWS
    - if averageCost is zero or for futures instruments in general NT5R7 does its own pos price calculation based on executions' prices
    - we will consider looking into the averageCost field after IB announces this featureis stable
    DierkNinjaTrader Customer Service

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