Im finding a bit of a delay between the time the ES order is submitted and the MES
in my code example below the main data series is the MES and ES would be the second data series. . My main ES strategy uses on bar close true.and im trying to make sure we ignore the primary MES data series to avoid delays.
Any ideas why their is a delay when placing orders on MES ? and what is the best way to go about getting exact order timing for both markets?
thanks,
protected override void OnBarUpdate()
{
if (BarsInProgress != 0) - this is the MES chart
return;
if (BarsInProgress == 1) This is the ES chart
return;
if (CurrentBars[0] < 1
|| CurrentBars[1] < 1
|| CurrentBars[2] < 1
|| CurrentBars[3] < 1
)
return;
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