Same-Bar Account Balances May Not Reflect Newly Submitted Orders

Summary

This BigQuant forum post presents a daily-bar backtest example that submits several limit buy orders during a bar callback. Before each order, the callback reads available cash and frozen cash from the trading account. The reported output shows those values remaining unchanged across the repeated checks on that date, even after orders are submitted. The author interprets this as account state updating only at a later bar and asks whether cash should be frozen immediately.

The example is useful for understanding a possible timing mismatch between order submission and account-state reporting in this backtest setup. It does not establish whether the behavior is intended, whether orders were accepted or filled, or whether the same timing applies to other frequencies or live trading. The post supplies a reproducible scenario and output, but no confirmed diagnosis or workaround, so the observation should be treated as a question about engine semantics rather than a general rule.

Key ideas

• The example submits multiple limit buy orders within a daily-bar callback.
• Reported available and frozen cash remain unchanged during the same callback.
• The author suspects account values refresh only when a new bar arrives.
• The post does not confirm order acceptance, fills, or the cause of the observed behavior.
• Its conclusion may not apply to other frequencies or live trading.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.