The problem with strategy is that sometimes it won't start at predefined time.
Now when I come to test strategy on different contracts, some instances of strategy wont' start. I have added logging into onBarUpdate (see below). Messages are not printed as well.
protected override void OnBarUpdate() { if (Historical) return; Log("Processing bar : " + Time[0].ToString(), LogLevel.Information); if (Time[0].TimeOfDay == _startTime.TimeOfDay) //Do the entry logic }
My question is why doesn't it start? Is that a problem with my feed - so in some cases it deems real-time data as historical?
I would really appreciate any suggestions.
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