Events Order

[kiss987]

When an order was filled, what will be the order of the following events:

OnExecution
OnOrderUpdate
OnBarUpdate (CalculateOnBarClose= false)

Thanks

[sledge]

When an order was filled, what will be the order of the following events:

OnExecution
OnOrderUpdate
OnBarUpdate (CalculateOnBarClose= false)

Thanks

Depends on if you are live or in Market Replay.

In Market Replay, OnBarUpdate doesn't happen until the others.
But in live - OnBarUpdate keeps happening until the others have happened.

So put in some Print() statements and you will see.

[NinjaTrader_PatrickH]

Sledge is correct. The OnBarUpdate() method would be called when a bar updates. If the execution report comes in during a bar update it will wait until the bar update is complete and then the OnOrderUpdate() method will be called followed by the OnExecution() method.

[outsource]

Depends on if you are live or in Market Replay.

In Market Replay, OnBarUpdate doesn't happen until the others.
But in live - OnBarUpdate keeps happening until the others have happened.

So put in some Print() statements and you will see.

What does it mean in subservient English?

[sledge]

What does it mean in subservient English?

In Market Replay - orders are filled instantly, OnPositionUpdate fires before OnBarUpdate.
In the real world - order are not filled instantly, OnBarUpdate keeps processing, and at some point OnPositionUpdate fires when there's a position.

I had to rework my logic - my strategy was running other sections of code (which would turn off those section of code) and when I hit target/stopped out - it thought the logic had already processed because of the flag - but it wasn't in reality..so my strategy just sat there....

[outsource]

In Market Replay - orders are filled instantly, OnPositionUpdate fires before OnBarUpdate.
In the real world - order are not filled instantly, OnBarUpdate keeps processing, and at some point OnPositionUpdate fires when there's a position.

I had to rework my logic - my strategy was running other sections of code (which would turn off those section of code) and when I hit target/stopped out - it thought the logic had already processed because of the flag - but it wasn't in reality..so my strategy just sat there....

Does COBC=false/true matter in this sense?How does it behave in live and replay?Though I set it to true,my strategy fires the signals intra ba on replay.Would that be the same real time?

[sledge]

Does COBC=false/true matter in this sense?How does it behave in live and replay?Though I set it to true,my strategy fires the signals intra ba on replay.Would that be the same real time?

I run with FALSE.

If it was TRUE - it would be different depending on your time frame... 5 second charts? Would your strategy fill in 5 seconds? Probably... But maybe not.

Are you using market orders? (I am).

Sounds like you are using limit orders?

[outsource]

I run with FALSE.

If it was TRUE - it would be different depending on your time frame... 5 second charts? Would your strategy fill in 5 seconds? Probably... But maybe not.

Are you using market orders? (I am).

Sounds like you are using limit orders?

It fills instantly.I don't know in what second exactly.I use market orders.

Another thing is that I call two different signal from one indicator and need one to be on close true and another false.Is that possible?

[sledge]

It fills instantly.I don't know in what second exactly.I use market orders.

Another thing is that I call two different signal from one indicator and need one to be on close true and another false.Is that possible?

No idea. I don't have that situation.

[koganam]

No idea. I don't have that situation.

Use a secondary time frame of 1-tick, or 1-Range. I actually use 1-Second for the simple reason that that is the granularity of the data.

My math taught me long ago that I cannot be more accurate than my data, so why bother to overload my system with a 1-tick series when my data accuracy is 1-second? But do as thou wilt.