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Hi
I notice in backtests that OnOrderEvent is triggered at a resolution the same as the data resolution. For example, with hourly data, order events are triggered only on whole numbers of hours. Is this true in live trading?
For example, my algorithm uses hourly data for set-ups and places a StopMarketOrder to enter. In OnOrderEvent I would set a stop-loss order (another StopMarketOrder) to be executed as soon as the entry StopMarketOrder is filled. Will OnOrderEvent execute as soon as the entry StopMarketOrder is filled, or will it wait until the next hourly data is provided?
Cheers
Tony
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