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Does unmanaged method perform better than managed one ?

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    Does unmanaged method perform better than managed one ?

    Hi Ninjas

    I'm aware that this might be a tricky question cause a script's performance will depend on many factors, but basically its internal logic. But let's suppose that we have a script with a very efficient internal logic, I wonder about executions speed triggering orders between managed and unmanaged method, which one is faster?

    By the way: can I execute some logic within this method, even orders? :

    Code:
    protected override void OnPositionUpdate(IPosition position)
    {
    	if (position.MarketPosition != MarketPosition.Flat)
    	{
    			// do some logic	
    	}
    }

    Thanks
    Last edited by pstrusi; 09-28-2015, 06:09 AM.

    #2
    Hello pstrusi,

    Thank you for writing in. There should not be a significant speed different either way you go. The consideration to make between using the managed approach and the unmanaged approach is how much control you need over your order handling.To answer your second question, you can execute orders and logic within the OnPositionUpdate method.

    Please let me know if I may be of further assistance.
    Michael M.NinjaTrader Quality Assurance

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