Was not able to find out what price exactly would Bars.LastPrice return in Realtime and Historic? With an added twist - how about in Analyzer for Backtesting?
It seems that in a Backtest it returns the last price of the last bar of all bars loaded, even before the OnBarUpdate has gotten to that bar... if this indeed is true, it seems confusing...
Could you please comment and clarify?
Should I switch between Closes[0] and Bars.LastPrice depending if I am in Realtime or Historic?
thanks, would appreciate any help -
Momchil
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