Multi instruments strategy orders not filled at same time

[stephen_mcse]

BIP 0 MSFT 10min
BIP 1 AAPL 10min

if (BarsInProgress == 1)
{
EnterLong(1,100,"Buy AAPL");
EnterLong(0, 100, "BUY MSFT"); }
Are they supposed to enter at same time? In my test result MSFT order is filled one bar behind AAPL? What's wrong?

[NinjaTrader_Austin]

Hi Stephen, this behavior is because the MSFT order is triggered on the secondary bar series, but the order is sent and filled on the primary bar series.

If you'd like better accuracy while backtesting, please see this reference sample about Backtesting NinjaScript Strategies with an Intrabar Granularity.

The comments inside the sample contain detailed information about multiple instrument bars.

[stephen_mcse]

Hello
I am still having the same problem, I have to wait until BIP1 to get the latest price for the second instrument, how can I enter 2 postions at same time?

[NinjaTrader_Bertrand]

Stephen, this is expected as you have to wait one OnBarUpdate() to process the entry on the next BIP, either use the link Austin provided to achieve a more granular entry or just submit each in it's own BarsInProgess context.