Retrieving Trades to Track Profit in Spread Trading
Summary
A forum exchange addresses how to monitor current account profit or obtain opening fill prices inside a spread trading strategy. The question notes that the spread-trading forum’s trade callback cannot be called directly from the strategy, and asks for another way to access the needed data.
The reply suggests querying the main engine for all trades. This points toward using recorded trade data to identify executions and calculate profit from entry prices. The discussion does not explain how to filter trades for a particular strategy or position, handle partial fills, or calculate realized versus unrealized profit. It offers a brief implementation hint rather than a complete method, so these details would need to be established separately.
Key ideas
- A spread strategy may need execution prices or account profit to track open-position performance.
- The forum reply suggests retrieving all trades through the main engine.
- The exchange does not explain how to associate returned trades with a specific position.
- Profit calculation and treatment of partial fills are left unspecified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.