|11-30-2007, 12:23 PM||#1|
Join Date: Nov 2006
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When I use OnPositionUpdate I notice this method is driven twice for each event when using "live data". Historical data it is only driven once. The properties of the two events are identical so it would seem that the second one is a duplicate. I am running a 1-min ES using Zen-Fire and the strategy is SampleOnOrderUpdate where I added a PRINT statement to the OnPositionUpdate method to print all the properties.
Also, why isn't the "time" of the position change included as a property in OnPositionUpdate just like OnOrderUpdate and OnExecution?
And last, is there any practical reason to use OnPositionUpdate since OnExecution always precedes it? Or is it possible to access Position.MarketPosition from OnExecution and not be returned the correct Market Position?
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