diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py
index 01c3944..37e88fd 100644
--- a/src/screener/t_sunnyband.py
+++ b/src/screener/t_sunnyband.py
@@ -343,6 +343,10 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
     
     for ticker in tickers:
         try:
+            current_price = get_current_price(ticker)  # Get current price
+            if current_price is None:
+                continue
+                
             df = get_stock_data(ticker, start_date, end_date, interval)
             if df.empty or len(df) < 50:
                 continue
@@ -351,14 +355,15 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
             last_day = df.iloc[-1]
             
             if results['bullish_signal'].iloc[-1]:
-                entry_price = last_day['close']
-                target_price = results['target'].iloc[-1]  # Use the new target calculation
+                entry_price = current_price  # Use current price instead of last_day['close']
+                target_price = results['target'].iloc[-1]
                 
                 if calculator:
                     position = calculator.calculate_position_size(entry_price, target_price)
                     if position['shares'] > 0:
                         signal_data = {
                             'ticker': ticker,
+                            'current': current_price,  # Add current price to signal data
                             'entry': entry_price,
                             'target': target_price,
                             'shares': position['shares'],
@@ -369,16 +374,16 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
                             'r_r': position['risk_reward_ratio']
                         }
                         bullish_signals.append(signal_data)
-                        print(f"\n🟢 {ticker} Current: ${last_day['close']:.2f} Entry: ${entry_price:.2f} Target: ${target_price:.2f}")
+                        print(f"\n🟢 {ticker} Current: ${current_price:.2f} Entry: ${entry_price:.2f} Target: ${target_price:.2f}")
                         print(f"   Shares: {signal_data['shares']} | Risk: ${abs(signal_data['risk']):.2f} | "
                               f"Reward: ${signal_data['reward']:.2f} | R/R: {signal_data['r_r']:.2f}")
             
             elif results['bearish_signal'].iloc[-1]:
                 bearish_signals.append({
                     'ticker': ticker,
-                    'price': last_day['close']
+                    'price': current_price  # Use current price here too
                 })
-                print(f"\n🔴 {ticker} Current: ${last_day['close']:.2f}")
+                print(f"\n🔴 {ticker} Current: ${current_price:.2f}")
                 
         except Exception as e:
             continue