I have a 6th data series that analyzes the information that was collected from the first 5 data series OnBarUpdate, and might Enter/Exit againt the 5 data series, depending on my logic.
This works GREAT in historical backtesting because the OnBarUpdate method gets called sequentially for each series. Everything works as expected. However, in Realtime - I get undesired results because the order is not guaranteed.
Not sure how to work around this. I need a way to centrally execute trades based on information collected from a basket of Data Series. I tried making the 6th data series to wait until all information from the 5 were collected, using Thread.wait( ) but one of the series was never called, probably because the 6th series was called before it.
Any ideas? Thanks in advance!
-Sam
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