I would like to better understand how what the BarsInProgress property is updated with in the OnExecutionUpdate().
Is it the BIP value of where the original order was created?
For instance an a BuyLong order could be created in BIP=0 and the SetStopLoss could have last been updated in BIP=2.
Understanding that NT is EventDriven and the SetStopLoss order is effectively "in the Market" there is no real BIP value when this Stop Loss Order is executed.
Please correct me if my understanding is wrong.
Therefore, is the BIP property on the OnExecutionUpdate always the BIP value where order was generated?
Thanks,
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