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Memeber function call synchronization issues

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    Memeber function call synchronization issues

    Hello

    I use Unmanaged = true option.


    I noticed that during back testing OnBarUpdate is executed before the previous call OnExecution (or OnOrderUpdate) is processed. In other words, Position.MarketPosition and Position.Quantity did not get updated from the execution from the previous bar.

    Is there a way to synchronize it automatically, and if not where should I insert a flag to prevent this?

    Best regards,
    Sergey.

    #2
    Hi Sergey, if you used Unmanaged or Managed mode would be no deciding factor here, but thanks for mentioning.

    The position update would only be guaranteed in the next OnBarUpdate() as then OnPositionUpdate() internally had been called. You would generally see this sequence - OnOrderUpdate->OnExecution->OnPosition

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