An update on my post above. I believe the current version of tradestation now allows for execution intra bar.
There were ways before, you had to put tick data as Data1 and other data as Data2 or build the other data in arrays from the tick data. Big programming bother, now you just select the kind of operation you want. Their indicators always would update intrabar but not the strategies. That is one reason, among quite a few, that I don't want to use their brokerage, I can wriite an indicator, add in some dynaorder lines and trade with IB from the indicator, WYSIWYG, no need to keep track of the differences between indicator and strategy, etc. I hate complexity and version tracking, etc and will do about anything to avoid it.