I will try and pose these clearly.
1) When intra-bar order generation is set true. Are the backtesting results
a) simulated as TS does or in some other manner. If so please describe that.
b) ignored and the close of the bar is used.
2) The help file mentions that the next version of the platform will allow multiple data streams to be referenced while using intrabar order generation.
a) is this currently flagged by the compiler and not allowed. Even if I am referencing the second data stream via GV's.
b) Does next version comment in the help file relate to next beta or next release version.
3) The optimal solution would be taking trade decisions off of what ever time frame but allowing the backtesting software to use a single tick chart as a reference for simulating trade entries. This would be the most accurrate in backtesting. Is there any plans to implement a feature like this. If so what is the plan ?
4) What is the plan(time frame) on changing the barstatus command to work like TS.
thanks
J~