Now I decided to change type of one of the bars into PreiodType.Second. I made equivalent change: changed 3 minute time-frame to 180 second time frame and attempted to run strategy.
Add(PeriodType.Minute, 3); ==>Add(PeriodType.Second, 180);
I got no signals. It was weird and I started debugging it and found out that strategy never entered even onStartUp method (and onBarUpdate as well).
So my logical question would be: Does platform aggregate PeriodType.Second based bars, when strategy is run through backtesting? Because now I would conclude that it doesn't. This might make sense when I put 30 seconds to period, because I don't have 30 seconds bars in my historical data(I have only 1 minute based data), but why wouldn't it work for 180 seconds bar?
I would like you to at least confirm my assumption regarding why it does not work.
Thanks
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