Lets say I have a strategy whose base timeframe is 5 minutes and then I use AddDataSeries to add a 30 minute bar to use for tracking trend direction.
It is my understanding that on the instances where the 5 and 30 minute bars end at the same time the, the 5 minute bar will be processed first in OnBarUpdate. In this scenario I would like to be able to have the updated values from the 30 minute time frame when evaluating whether or not to make a trade in the 5 minute timeframe, but it doesn't seem like this is possible. Is there a way to get around this?
I also want to use SetStopLoss when I submit an order and the documentation states that it needs to be called on the base bar object, so I can see running into the same issue as above.
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