Fix example backtest

nautechsystems · Aug 10, 2023 · 659affa · 659affa
1 parent d76830d
commit 659affa
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/nautilus_trader/examples/strategies/volatility_market_maker.py b/nautilus_trader/examples/strategies/volatility_market_maker.py
@@ -295,7 +295,7 @@ def create_buy_order(self, last: QuoteTick) -> None:
             self.log.error("No instrument loaded.")
             return
 
-        price: Decimal = last.bid - (self.atr.value * self.atr_multiple)
+        price: Decimal = last.bid_price - (self.atr.value * self.atr_multiple)
         order: LimitOrder = self.order_factory.limit(
             instrument_id=self.instrument_id,
             order_side=OrderSide.BUY,
@@ -318,7 +318,7 @@ def create_sell_order(self, last: QuoteTick) -> None:
             self.log.error("No instrument loaded.")
             return
 
-        price: Decimal = last.ask + (self.atr.value * self.atr_multiple)
+        price: Decimal = last.ask_price + (self.atr.value * self.atr_multiple)
         order: LimitOrder = self.order_factory.limit(
             instrument_id=self.instrument_id,
             order_side=OrderSide.SELL,