I have the following output in my log:
Timestamp is taken from Time[0]
2011-12-09 19:16:20: barsInProgressIndex#0
2011-12-09 19:16:20: barsInProgressIndex#0
2011-12-09 19:16:20: barsInProgressIndex#1
2011-12-09 19:16:20: barsInProgressIndex#1
2011-12-09 19:18:24: barsInProgressIndex#1 ...
2011-12-09 19:18:24: barsInProgressIndex#1 ...
2011-12-09 19:19:19: barsInProgressIndex#1
2011-12-09 19:19:19: barsInProgressIndex#1
2011-12-09 19:21:39: barsInProgressIndex#1
2011-12-09 19:21:39: barsInProgressIndex#1
2011-12-09 19:24:23: barsInProgressIndex#1
2011-12-09 19:24:23: barsInProgressIndex#1
2011-12-09 19:26:10: barsInProgressIndex#1
2011-12-09 19:26:10: barsInProgressIndex#1 # after this EnterShort(1, ...) gets called
2011-12-09 19:26:10: barsInProgressIndex#1, signal confirmed, entering Sell
2011-12-09 19:16:20: Order 19:26:10 filled # comes from OnExecution
The question is: how come the timestamp on the last message is different from the timestamp of the bar that had issued the entry order?
Note, that there are 2 data series based on volume on the chart, both represent the same instrument but with different volume values. The order is issued sometimes via EnterShort(0, ..., sometimes via EnterShort(1,
Since at 19:26:10 we had issued the order as EnterShort(1, then why 19:16:20 bar (barsInProgressIndex#0 bar) is mentioned upon a fill?
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