My strategy and the indicator included are based on multi instruments. One symbol is actually an index which doesn't change as quick as others. Its bar close about 5 seconds later. To make sure all bars are updated I have the following in both the indicator and strategy,
protected override void OnBarUpdate()
{
return;
...
If I run just the indicator in real time, it works properly. But when running in the strategy, it is not triggered on many bars. The strategy itself is calculating on each bar, though obviously with partial input from the indicator.
Does anyone know what is the problem and what would be the best way to sync these instruments.
Thanks!
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