I read the thread about potential race conditions and the recommendation to wait for a new bar before checking to see if you are flat. I have a high frequency algorithm I am trying to code for NinjaTrader and ran into the exact situation described in that thread.
I am using an ATM strategy with a regular strategy to provide the signals. I would actually like to manage the orders completely myself but it appears there is no way to see them on the DOM unless you are using an ATM strategy.
Does anyone know if that fix (workaround) works for any length bar or is there some minimum. I come from a background where a minute is an eternity. I have tried setting the bar type to seconds with a value of 10 and that works.
Can I reliably set the seconds value to 2 or even 1 second? The base question is; Is the time it takes to get an ack of a fill from the exchange the issue (this normally takes milliseconds and depends almost solely on the latency of your network) or is it an end of bar processing issue and therefore it is having a new bar that matters rather than how long that bar is.
Thanks
Scott
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