Are calls OnBarUpdate synchronized ?

[misova]

I would like to ask, if the handler OnBarUpdate() is synchronized on the running
instance of strategy, or there can run more invocations of this method paralelly?

[NinjaTrader_PatrickH]

Hello misova,

Thank you for your post.

The OnBarUpdate() is called for the bar series that the strategy is applied to and the added bar series in the code. Any bar update will call the OnBarUpdate() method, any bar update from a bar series the strategy is applied to or added in the code.

You would use BarsInProgress to determine the series calling the OnBarUpdate(). For information on BarsInProgress please visit the following link: http://www.ninjatrader.com/support/h...inprogress.htm

Please let me know if I may be of further assistance.

[misova]

Thankx, but my main question was,
if some previous/or already running invocation of OnBarUpdate() is guaranteed to be finished before another one invocation of OnBarUpdate() can be started?

[NinjaTrader_Bertrand]

misova, the processing is done sequentially - so you would not have to concerned with the threading model here for NT7.

[misova]

Thank you, that is what I needed.

Just extreme example to confirm my understanding:

Do I understand it correctly?, that if processing one OnBarUpdate() would take
10 minutes (and trading 1-minute bars), then I would completely slowed down
the whole processing like this:

• 1st OnBarUpdate() -- called immediately, takes 10 mins to finish
• 2nd OnBarUpdate() -- called after finishing previous, starts at T+10min, takes also 10 mins
• 3rd OnBarUpdate() -- called after finishing 2nd, starts at T+20min
• 4th OnBarUpdate -- called after finishing 3rd, starts at T+30min

It is clear, that such extremely heavy processing is not expected, but just to confirm the understanding how things really work under the hood of NT7..

[NinjaTrader_Bertrand]

Correct, it would be queued then and processed in sequence.