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Getting Real Time Price with Position Object

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    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

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