I have a strategy running on 15minute bars.
Recently, I've added an underlying 1 minute bar with
Add(PeriodType.Minute,1); in Initialize();
In the OnBarUpdate() i've added
if(BarsInProgress != 0)
return;
With this, absolutely nothing should change.
BUT, orders added in the 15minute bar gets cancelled by the 1minute bar ... This shouldn't happen. What can i do ?
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