We have a strategy which needs a 2nd time-frame. Adding the first time-frame works fine and the feature "days to load" works as expected. The strategy indicates these data as "historical" (by setting the flag named Historical). As soon as we add the 2nd time-frame the flag is immediately set to false, even for historical data.
Is this behavior as expected? Or what can we do to correctly load historical data for multi time-frame strategies?
Best regards
Comment