Comment on Trade Book - ZT

Abhay commented on 04 Nov 2012, 08:26 PM

Suppose you execute a market order, which obviously gets executed at different prices. Order book shows zero in price. Trade book shows different qty and prices for a single market order. Admin position shows average of all previous and current orders (limit or market).

So the question is how one can know the effective/average price of a market order executed?

Why it matter to me?
well because, one can put more efficient Stop Losses.

I think you can implement it using nest plugins, just like SPAN calculator.


View the full comment thread »