Indicator At Entry
The value an indicator held at a matching fill. LatestFill follows the most recent matching fill; HoldingEntry preserves the original holding entry when shares are added. The captured level stays fixed instead of rolling forward. In a candidate-bound condition, the surrounding action supplies the asset when it is omitted.
Indicator At Entry
Definition
The value an indicator held at a matching fill. LatestFill follows the most recent matching fill; HoldingEntry preserves the original holding entry when shares are added. The captured level stays fixed instead of rolling forward. In a candidate-bound condition, the surrounding action supplies the asset when it is omitted.
Parameters
Inner indicator, Asset, Order side, Order status, Entry anchor
Example
`Minimum Price(SPY, 5 Minute) at last Filled Buy entry of SPY` — the swing low that was there when the position was opened, which stays put for the life of the trade.
Usage notes
This reads order state, so a book using it cannot be evaluated on the fast columnar path. Reach for it when the level genuinely has to be anchored to a fill.
Full indicator reference