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Unable to find executed price of buy order in SHORT Trade.
Suraj N E
posted Jul 2, 2015

Hello,

I am trying to back test a strategy which takes SHORT trade on some stock. To calculate the executed price I do 

order_data = get_order(oid)  
 context.entry_price = context.portfolio.positions[symbol('VXX')].cost_basis -(order_data['commission']/order_data['filled'])

a minute after I place the orders. The orders I am placing are market orders. Everything is working fine and I am able to find out exact executed price for the SHORT entry order(i.e SELL) using the formula I am using. But while calculating the executed price for SHORT exit (i.e BUY) the cost_basis basis value reurned is 0 because of which I am unable to find out the exit executed price.
Why the cost_basis value is returning 0?
How can I compute the exit executed price?
Please assist me solving this.

Thanks.

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