When using the OnOrderUpdate within a strategy and looking at the order states... there seems to be a critical bug when using e.g. OrderState.Submitted on backtesting...
If I am placing an order on another DataSeries (I am using a tick data series for order entry) and following the states in OnOrderUpdate via Print. The Submitted event occurs several hours later (e.g. EnterLong at 12:00:00 and the submitted is tracked 22:15:00!?)?
I don't have the time to put up a sample yet, but I think it should be reproducable when using a second AddDataSeries (on tick base) and doing the order entries on this series. Then just track or print the order states in the OnOrderUpdate event via the "time" object...
Hope this can get fixed within the next release, as it prevents me from backtesting NT7 strategies.
Kind regards,
Oliver
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