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Definition

Returns the average duration of a trade weighted by quantity.

Property Value

A TimeSpan value that represents the quantity-weighted average duration of a trade.

Syntax

TradesPerformance.AverageTimeInMarket

Examples

protected override void OnBarUpdate()
{
     // Print out the quantity-weighted average duration of all trades
     Print("Average time in market: " + SystemPerformance.AllTrades.TradesPerformance.AverageTimeInMarket);
}

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