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Simulating in tick-resolution

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    Simulating in tick-resolution

    Hello Ninja Team,

    I wish to run a simulation in which:
    • The OnBarUpdate() only sends/cancels orders on per bar
    • The FillType's Fill() methods gets called evety trade tick


    What is the recommended setting to achieve this?

    Thanks,
    Boaz

    #2
    Hi Boaz, you can add in a finer series to your script to submit the orders to it and thus have the fill methods use the higher resolution then. OnBarUpdate() processing for this series could be returned out of so your events to send the orders would actually stay on the higher timeframe then. Here's a reference on this technique, that will be made more convenient to access in our next major platform update.

    You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by

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