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- To create that position you have sent an order to the exchange. When the order was filled that resulted in a position. At the same time the order was removed.
- When you add to that position, you send a new order to the exchange. Quite obviously, the old order cannot be modified any more, because it is already closed.
Orders are not related to your average cost. So they cannot mess it up. In case you enter a position and then add to a position, you will always get filled at at least two different prices.
Thus the resulting position needs to be calculated from from the different fill prices. This is typically done by the brokers and NinjaTrader cannot control the way the broker does it.
In short, orders are not related to how an average fill price is calculated.
What do you mean with "I want to combine all orders"? Why do you think that "combining" orders would change the average fill price?
