Different Average entry pricces

[guillembm]

Hello,

I am having an issue with London stocks. If I print the Position.AvgPrice after opening a position the value is different between the price displayed in the strategy, in the Orders Tab and the one in the Positions Tab.

I checked with IB TWS and the correct one is the value that appears in the Positions Tab.

Is there any way to fix this?

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I wanted to check, when is this print occurring? is this print occurring after your Position.MarketPosion has changed to a not flat position?

This could be due to when the print is happening in relation to when the position is updated, could you provide more details on the logic being used that comes to this result?

I look forward to being of further assistance.

[guillembm]

Yes, this is printed after the order si fully filled.

As an example: the average price that appears on the orders tab is 12.30 Pound and in the print of the strategy it is the same. The price is in Pounds and it has to be converted to pence. So, 1230 pence.

In the positions tab the price that appears is 1236 pence that matches with the average price that TWS displays.

Maybe it includes the commission? Can you reproduce it in your end? Just open a position on any UK stock with IB and you will see.

This doesn't happen with US stocks.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

I wanted to check, do you get charged an additional or different commission for UK stocks vs US stocks through your broker? This could play a role in this, otherwise have you defined commissions for the UK stocks only?

I look forward to being of further assistance.

[guillembm]

Finally I found that, for LSE stocks, IB includes taxes in the average price. This makes the difference.