Quote
price(int offset) : var

Returns the mean price of the selected asset, by averaging all price ticks of the given bar or time frame (TWAP, time-weighted average price).


I suspect this is the main reason live differs from backtest.
Got no ticks.

Perhaps can be fixed by using MedPrice() but I'm unsure if that's desirable.

Last edited by Lapsa; 11/22/21 18:57.