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Getting the total amount of orders filled


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TahuPhoenix
Lund Sweden
 
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Dear Forums,

I'm trying to find a keyword or a function in PL to give me the amount of orders filled for a specific symbol.

Isn't there any information about this? I could get the amount of contracts traded easily, but I want orders filled instead that could be uneven amounts of contracts.


All the best,
TahuPhoenix


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TahuPhoenix View Post
I'm trying to find a keyword or a function in PL to give me the amount of orders filled for a specific symbol.

There's no such keyword or function, but if you keep track of the number of positions in your strategy, you can use the strategy position keywords to get the number of contracts traded. But that's only for the symbol that the signal is applied to, so not for any specific symbol.


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Last Updated on May 15, 2015


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