I will appreciate if someone could explain the following and guide me to do it better
When using a EnterLong() or EnterShort() subject to certain condition I expect the trading to take place instantly. But to my surprise after the occurrence the said condition actual trading take place after the second or third bar. Sometimes it goes to the fourth bar. Why is the delay. For a day trader every bar is eventful . If the actual trading is taking place after the second or third or fourth Bar the actual condition intended for would have changed drastically, and may end up in a disastrous situation. Can some advice me how to overcome this situation. This is happening even in the sample Macrossover Strategy. I have also attached the chart to explain. Brown Vertical line indicates the occurrence of the condition. And the Cyan color indicates the actual execution.
Thank You
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