Why is Close[0] price always showing the Bid instead of Last price in my strategy?

[marcus99]

Hi,

I'm running a strategy with the dataseries set to Last price. When I print out on the screen values for
GetCurrentBid() and GetCurrentAsk() I see the current bid and ask prices.

However when I also print to the screen Close[0] this is the same as the Bid price - GetCurrentBid(). Shouldn't this be showing the Last price which could be either bid or ask?

Also does this mean that my strategy is always running off the bid price instead of last price which I have set? When running backtesting does this mean that it will also always run off the bid price even though last price is set?

Cheers,
Mark

[NinjaTrader_AlanP]

Hello Marcus99,

Thank you for your note.

GetCurrentBid() as well as GetCurrentAsk() will always equal close if in State.Historical as the close price is going to be substituted.

To access historical bid/ask prices see,

http://ninjatrader.com/support/helpGuides/nt8/en-us/?developing_for__tick_replay.htm

Adding the following to your script under OnBarUpdate and opening an output window you’ll see that Close[0] will flip between equaling the bid and ask when running in real time.

if(State ==State.Historical) return;

Print(string.Format("{0} {1} {2}", Close[0], GetCurrentBid(), GetCurrentAsk()));

Please let us know if you need further assistance.