Why might this happen for the different calculation, only on Live?
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15 minute bar calc onEachTick Index Error
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15 minute bar calc onEachTick Index Error
I have a strategy using 15 min intervals, and using TickReplay seems to work in the analyzer. When I run it live and calculate on OnBarClose, it works fine. When I use onEachTick, I get an index error at bar 1000+, when I only require 500 bars. I'm using both primary data series and volumetric, and both work in OnBarClose.
Why might this happen for the different calculation, only on Live?Tags: None
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