Hi there,
This could be such a silly question, one which I may have not have thought through enough.
If you run a strategy on historical data.
And the strategy calls an indicator at lets say 15:00pm only.
But that indicator has to run its own OnBarUpdate every tick from 08:00am to 15:00pm to have the value correct for when the strategy calls it.
Does that strategy need to run OnBarUpdate() on every single bar up until 15:00pm for that indictor to have all the data it needs or can the OnBarUpdate of the strategy simply be returned on every iteration until it gets to 15:00pm where it can finally go head and call the indicator?
Does that make sense?
I am asking because I only ever look for trades after 14:45pm and so when I'm running my strategy on historical data, I just want the strategy to return;. But I need the indicators to know what happened before 14:45 if that makes sense.
Cheers.
Tarik
This could be such a silly question, one which I may have not have thought through enough.
If you run a strategy on historical data.
And the strategy calls an indicator at lets say 15:00pm only.
But that indicator has to run its own OnBarUpdate every tick from 08:00am to 15:00pm to have the value correct for when the strategy calls it.
Does that strategy need to run OnBarUpdate() on every single bar up until 15:00pm for that indictor to have all the data it needs or can the OnBarUpdate of the strategy simply be returned on every iteration until it gets to 15:00pm where it can finally go head and call the indicator?
Does that make sense?
I am asking because I only ever look for trades after 14:45pm and so when I'm running my strategy on historical data, I just want the strategy to return;. But I need the indicators to know what happened before 14:45 if that makes sense.
Cheers.
Tarik
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