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Average order price

I think there is a bug in the average order price (Portfolio[pair].AveragePrice)

the field show always the average BEFORE the latest order, so for the first order, the average is zero, for the second order, the average equals to the price of the first order, ect..

anyone checked this ?
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Hey Eyal! Glad you're digging into the platform :)

The orders are processed after leaving the Event functions -- for example:: you can queue 1000 orders, and they will be sent to the order filling systems and processed in parallel. This is closer to a real execution system.

For example: sometimes you may sent Limit Orders -- which may take a long time to fill and won't get the average price instantly.
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I've opened another thread to understand more how can one do actions per order executions
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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