Can someone clarify the paragraph below which is from the new users guide. If I create an automated system with say 30 min bars, does this mean that if there is a signal that the order will not be sent for 90 seconds? Please tell me I'm wrong about this.


Strategy Monitor
· Intraday strategies that operate on intervals greater than 5-minutes previously delayed
strategy execution up to 60 seconds to allow for data collection from all symbols in the
DataSet. The delay has been increased to 90 seconds giving more probability of data
returned from thinly-traded symbols, potentially having the effect of increasing
order-entry delay if thinly-traded symbols are included in the DataSet.
· Strategy Monitor processes may be conveniently logged for debugging and

I guess nobody has a response. That's a shame.

It means that for every run of your 30-min bar system (that happens twice a hour), there's a timeout of 90 seconds to collect the data to ensure that the data for all (incl. thinly traded) symbols has been collected (i.e. all 30-min updates were returned) before executing the strategy. This is the current design.

QUOTE:
I guess nobody has a response. That's a shame.

Within an hour since posting? :-)

There's still a subtle difference.

First, if all of the symbols return data for the previous 30-minute bar in the first request, than the strategy is executed on all symbols immediately.

The 90-seconds refers to the case in which one or more symbols does not return data. For 30-minute bars, this could occur only for very illiquid symbols, but it would affect running the strategy for all the other symbols in the same Strategy Monitor DataSet item.

If you trade illiquid symbols (for which no trades frequently occur in the interval you're trading), it's best to put them aside in their own DataSet and then set up a S. Monitor item for each symbol. In this way they won't affect the timeliness of executing the strategy on other symbols.

Ok, thanks. So if I'm trading liquid stocks, this is not an issue.