Exit Order Filled script is called each time an exit order is filled. This script lets you perform any calculations or take actions that depend on the fill price or fill dates for an order.


This script has instrument context by default.  When it executes it will have direct access to all IPV properties and functions.


This script has full access to the Order object properties.


All scripts of this type in a System will be called each time an exit order is filled. To check if the current block is the same as the block originating the order, use the following:


IF block.name = order.blockName THEN

'  Process Exit Filled Calculations when needed.




This scripts section will not normally execute when a instrument date record is not available.  A current record is a record date for the same date on which this script is executing.  This means a test date must have an instrument date in order for this script to execute.  When it does have a missing instrument record any orders that were active for the active test date will not be filled or expired by the brokerage process.  However, when an order is still active after the brokerage process, it will be available to execute an order fill or allowed to expire on the next available instrument date trading session.


Edit Time: 5/10/2017 8:49:48 AM

Topic ID#: 321


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