Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Getting Real Time Price with Position Object

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Getting Real Time Price with Position Object

    I understand that when the OnBarUpdate() is called that the best real-time price available is the Close[0] value. However, since the Strategy object allows access to the Position is this a viable way to get the real-time price.

    RTP = Close[0];
    if (Position.MarketPosition.Long) {
    RTP = Strategy.Position.AveragePrice + Strategy.Position.GetUnrealizedProfitLoss(Performa nceUnit.Currency) / Strategy.Position.Quantity
    }
    else if (Position.MarketPosition.Short) {
    RTP = Strategy.Position.AveragePrice - Strategy.Position.GetUnrealizedProfitLoss(Performa nceUnit.Currency) / Strategy.Position.Quantity
    }

    The documentation states that if you do not pass a price value to GetUnrealizedProfitLoss() it will use the Real-Time price.
    My reasoning is that sometimes when data is "Bursting" the OnBarUpdate() current bar may be a few bars away for non time based bars like volume bars.

    Any thoughts?

    #2
    Hi Major, thanks for posting. The best way to get the price would be to use one of the Price series (Close, Open, etc) or use GetCurrentBid/GetCurrentAsk on real time data.



    On historical bars, the Get methods will return the value of Close[0] for the working bar.

    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by cmtjoancolmenero, Yesterday, 03:58 PM
    8 responses
    31 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by helpwanted, Today, 03:06 AM
    2 responses
    21 views
    0 likes
    Last Post NinjaTrader_LuisH  
    Started by DayTradingDEMON, Today, 09:28 AM
    0 responses
    9 views
    0 likes
    Last Post DayTradingDEMON  
    Started by navyguy06, Today, 09:28 AM
    0 responses
    2 views
    0 likes
    Last Post navyguy06  
    Started by rjbtrade1, 11-30-2023, 04:38 PM
    2 responses
    77 views
    0 likes
    Last Post DavidHP
    by DavidHP
     
    Working...
    X