calcPosAvgCost: Calculates the average cost of a resulting position from a...

Description Usage Arguments Value

Description

Calculates the average cost of a resulting position from a transaction

Usage

1
.calcPosAvgCost(PrevPosQty, PrevPosAvgCost, TxnValue, PosQty, ConMult = 1)

Arguments

PrevPosQty

quantity of the previous position

PrevPosAvgCost

average position cost of the previous position

TxnValue

total value of the transaction, including fees

PosQty

total units (shares) of the resulting position

ConMult

multiplier from instrument data

Value

PosAvgCost: average cost of the resulting position



Search within the blotter package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.