In a MTF strategy, I'm submitting the orders on the secondary data series.
Actually OBU is only running on the secondary data series, and then the orders are being submitted on the secondary data series, where I have explicitly set the barsInProgress in the order parameters.
However, when the OnExecution event is fired, I'm noticing that the BarsInProgress is equal to 0. I have overridden everywhere the primary series, and yet the OnExecution is still being called on the primary series.
Is this something normal?
Thanks.
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