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
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