Pending orders after OnBarUpdate()

[molecool]

Okay, the migration cheat sheet mentions the following for strategies:

"All pending orders are processed after OnBarUpdate() now. Before only orders targeting that particular BarsInProgress would process."

Could someone please elaborate on this? Some of my strategies use a 5min bar series for the entries but a 1min series for the exits/stops. Has anything changed in respect to calling:

if (BarsInProgress == 0)...

if (BarsInProgress == 1)...

etc.

Thanks,

Mole

[kdoren]

I think what they mean is that trades issued at the same time are now processed at the same time even if they are for different Instruments.

Under NT6.5 if you were running OnBarUpdate() for BarsInProgress == 1, and you simultaneously issued orders for BarsInProgress==0 and also for BarsInProgress == 1, the orders would not execute at the same time - the BarsInProgress == 0 order would wait until the next bar. Not what you want if you are trying to have the orders execute together. I observed this during backtesting but I presume NT6.5 works the same way for live trading.

NT7 fixes this problem, so all orders issued during OnBarUpdate are processed together even if they are for a different Instrument.

[molecool]

I think what they mean is that trades issued at the same time are now processed at the same time even if they are for different Instruments.

Under NT6.5 if you were running OnBarUpdate() for BarsInProgress == 1, and you simultaneously issued orders for BarsInProgress==0 and also for BarsInProgress == 1, the orders would not execute at the same time - the BarsInProgress == 0 order would wait until the next bar. Not what you want if you are trying to have the orders execute together. I observed this during backtesting but I presume NT6.5 works the same way for live trading.

NT7 fixes this problem, so all orders issued during OnBarUpdate are processed together even if they are for a different Instrument.

Thanks for the explanation - makes sense (I think) .