I don't quite understand this so I'm posting it here.
PortfolioSignalObject provides the users with the ability to override OnRecalcLastBarAfterEvent which will be called if a user triggers ExecControl.RecalcLastBarAfter yet if a user sends an order when Environment.CalcReason == CalculationReason.Timer the order will not go anywhere. It will never be sent.
Call this a feature request or bug. But this should be looked at. I realize that IOG is not currently supported by Portfolio Trader but to some degree neither is ExecControl.RecalcLastBarAfter if we don't have access to all functionality with MC when using it.
Portfolio Indicators and OnRecalcLastBarAfterEvent
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Henry MultiСharts
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Re: Portfolio Indicators and OnRecalcLastBarAfterEvent
Hello davewolfs,
There is no way to send orders generated on OnRecalcLastBarAfterEvent without IOG.
Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.
There is no way to send orders generated on OnRecalcLastBarAfterEvent without IOG.
Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.