is there a workable solution for time time delay problem in strategies with multiple instruments? If not, will the delay problem still be in NT8? I have searched and tried a lot, but still haven't found a good solution for this problem.
My Code:
protectedoverridevoid Initialize()
{
Add(Instrument2, PeriodType.Minute, 5); // Index [1]
}
protectedoverridevoid OnBarUpdate()
{
if ( BarsInProgress == 1 )
{
if (Closes[1][0] > Opens[1][0]) Signal = true;
// Signal Condition Ok at 10:00
}
if ( BarsInProgress == 0 && if (Signal == true) )
SubmitOrder( 0 , ... ) ;
// Order has to be submitted at 10:00
}
Instrument1 has Index0, Intrument2 has Index1.
The Signal comes from Instrument2(index1) at 10:00 and the Order in Instrument1(Index0) has to be submitted at 10:00.
Since my Instrument1 hast Minute period 5, the orders is submitted at 10:05.
How can I also submit the order in Instrument1 at 10:00 ?
Please help me.
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