The reason I ask is the docs, GetCurrentBid() or GetCurrentAsk() says that it will return the current bid or ask, but I am interested in the bid or ask when the last trade occurred.
protected override void OnBarUpdate(){ if(BarsInProgress == 1){ double bid = Bars.GetBid(CurrentBar); //GetCurrentBid(); bool isLastTradeAtBid = Close[0] <= bid; } }
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