I am testing a strategy using the simulation account (this probably goes without saying but for completeness...).
When printing out orders added to my order list (this is unmanaged approach), the first order was from real time and then the times were from the beginning of the loaded data.
Is this expected behavior?
This also brings to mind the question of best practices for the crossover from historical to real time in terms of orders, etc. Currently I have an input variable that is an enum for back test, optimization and live.
Any thoughts/comments will be appreciated.
Best Regards,
Scott

Comment