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I'm trying to find a solution to use Easy Language to write actual live trades (actual entry and exit prices) into a text file. Is that possible in Multicharts? Can I have access to the entry and exit prices executed by the broker?
I'd like to use this data to compare the trade execution against the backtesting results, calculate average slippage and so on...
Thanks for the hints
Can you help answer these questions from other members on NexusFi?
in that case I'd simply use the order execution prices at your broker - you should be able to review them, maybe export them etc..
Getting the exact broker order execution prices in regular MC won't be possible in your case I am afraid - you can monitor the broker strategy position and average entry prices at the broker, but these won't be as accurate as actual entries and in case of rapid changes you might even miss an update - which in turn doesn't make it a good solution. Therefore using the prices from your broker directly appears to be the better choice in my opinion.
Yep, it makes sense. I understand your point. The problem is that I need this data per system. I have too much systems to filter the broker side reports per system. But as I see now, there is no automated way to do this.
you might also be able to use the data from the Order & Position Tracker. You could for example copy and paste it into Excel and sort/filter it there (per systems, workspaces etc.).