RMS #923
amit524
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feature-request
RMS
#923
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In rms suggestion for mtm ltp is ok.
were in current running position or ranning strategies wise pnl it should be bid and ask.
base on which leg is there if buy leg then use ask prise ,
for sell leg use bid price for real time RMS wise exicution.
based on ltp if liquidity is not there due ltp give wrong pnl .
Because if our leg is buy(on ask prise) and next trade of buy (again on ask prise)
then ltp gives display profit but it's not necessary!
When we squre of trade sell exicute ( on bid price)
So rms may be given wrong display because
ltp trade.
This is happen when spread(bid ask difference )is large.
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