GetAtmStrategyPositionAveragePrice()
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Gets the current position's average price of the specified ATM Strategy.
Note: Changes to positions will not be reflected till at least the next OnBarUpdate() event after an order fill. |
A double value representing the average price.
GetAtmStrategyPositionAveragePrice(string atmStrategyId)
atmStrategyId |
The unique identifier for the ATM strategy |
protected override void OnBarUpdate() |