I'm aware of the design constrains that led to the problem with OnBarUpdate() only firing when a tick arrives within that bar.
But it's very limitative, as you may agree. I can't, for example, force a position at a specific time of day and be sure it will be posted exactly at that time. Or I may depend on indicators whose value changes even when no new data is present. Here's a good example:
An EMA's natural behavior is to naturally decay towards the last bar's value when no data arrives. This decay could trigger a position, for example.
Another good example would be a strategy that depended on external data (a thread launched on Initialize() that regularly retrieves data from the internet and makes it available to be consumed by the next OnBarUpdate()).
Is there in the works any fix/workaround to this problem?
Thanks!
Sergio
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