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Load historical data for live trading

Posted By SysInv 7 Years Ago
Posted Monday December 03 2012
I'm having a problem loading historical data when testing the strategy live. I have historical data up to the most recent date, but when I start the system live it doesn't account for this - meaning that if I use a method that need 10 bars of data the live system will wait for 10 bars until it starts executing trades.

I'm reading in the help files that you can control this with the input "Live data start". However when I use this one, then it simply runs a backtest on the date specified up to the most recent one, and this is not really what I want.

Changes in the strategy is updated on weekends (when the market is closed), so I need it to start right away on the new data rather than performing a backtest first. I'm sure this can be done but that I'm missing a crucial detail somewhere...
Posted Wednesday December 12 2012
Does setting Life Data Start Date to the current date, and Live Lead Bars to 10 work? (both on Properties tab). I haven't tested but it may work.


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