The NT Break Even & Average Price, in a Strategy and on Chart Trader do not seem to be able to give me what I need.
The problems being:
Entry & Exit orders are not matched (in NT's Break Even & Average Price). It appears only FIFO & LIFO methods are available, which is not my situation.
Manual quantity changes (using Chart Trader) to Strategy Orders are not available in the Strategy, so I can't calculate Average Price in the Strategy.
So, my questions are:
Is my understanding of NT correct ?
How can I access Order/Execution information, from both Chart Trader and Strategy Orders, to calculate Break Even & Average Price, in a non LIFO/FIFO situation ?
Is it possible using an Add On ?
I tried subscribing to order updates, in a Strategy, and using
" private void OnOrderUpdate(object sender, OrderEventArgs e)
{
}"
Then entering an order with Chart Trader, resulting in "Unhandled exception: Object reference ...".
Thanks,
Bruce
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