My current solution is to 'catch' the order in OnOrderUpdate() (i.e. to copy a reference to it to a private field), then in OnBarUpdate(), I access the 'Time' property of the order, which, according to the manual is
order changed state
This solution seems to work just fine in backtest / simulation, but not in live trading.
My questions:
- What is the cause of discrepency between the simulation and live trading in this case?
- Is there another way of acheiving what I need?
Thanks,
Boaz
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