AverageTimeInMarket

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AverageTimeInMarket

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Definition

Returns the average duration of a trade weighted by quantity.
 

Property Value

A TimeSpan value that represents the quantity-weighted average duration of a trade.

 

Syntax
<TradeCollection>.TradesPerformance.AverageTimeInMarket

 

 

 

Examples

ns


protected override void OnBarUpdate()
{
    // Print out the quantity-weighted average duration of all trades
    Print("Average time in market: " + SystemPerformance.AllTrades.TradesPerformance.AverageTimeInMarket);
}