For several years I have been a discretionary trader. I built some indicators, etc. And finally I said enough and to (try) to separate (some/most/hopefully all) my emotions from figuring out when best to enter, I converted the indicators into strategies. The goal of course is having an automated strategy trigger the entries.
Going through many iterations of this I am at a point where the strategy is entering late. Late from the standpoint I believe because it (the strategy) is interpreting the BAR data and will not trigger until after the bar is closed. Given that was the case--or what I thought--I then tried using the interbar generation approach to analyze tick level data and trigger at the time I would think based on the data seen via the visual indicators.
However, I keep getting messages that the tick data is lagging behind the calculations/strategy. Now I don't have any intensive iterative logic and not overly complex decision trees etc. And the puter is not terrible decent processor, memory, etc. So the lagging is worse with interbar generation turned on then when turned off, but then the strategy is evaluating on bar data and seems late.
I don't want to keep optimizing as that defeats the purpose too, so I am not sure which direction I should go. How to tell if it is a rig issue? vs logic? I am considering adapting the strategy logic to a finite state system which I think will be quicker to evaluate and maybe that will resolve the issue.. That is an open approach that I have not finished and therefore I have no results. Looking for some insight.