I have a tick by tick strategy, but I need to call past daily data, the typical High, Close...etc. Any idea?
I'm thinking the following: Using the daily data for the strategy but OnBarClose == False, so I can read tick by tick, but I have one trouble. If I had to turn off and once again turn on the strategy, I'm not sure that configuration can read the historical tick by tick before.
I'm really struggling with this. Any suggestion would be really nice.
Thanks
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