|Strategy Persistence with pre run in backtest mode
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|Author:||ambl [ Wed Aug 07, 2019 3:17 pm ]|
|Post subject:||Strategy Persistence with pre run in backtest mode|
This is how I run my Strategy_:
1. Download historical bars
2. Set DataSimulator to use historical bars.
3. Suspend Trading and Run in Backtest mode. (to make calculations on historical data)
4. Run Live
I have set StrategyManager.StrategyPersistence = StrategyPersistence.Full, however this is not working as I expected. The result is that old positions and orders are loaded and can be seen in the GUI, however they do not belong to my strategy. Strategy.Portfolio.Positions is empty during live run.
If I skip 1-3 and just run live it works fine as expected.
How can I get StrategyPersistence working while running first in backtest mode?
|Author:||skuvv [ Fri Aug 09, 2019 11:37 am ]|
|Post subject:||Re: Strategy Persistence with pre run in backtest mode|
Commonly, set StrategyPersistence is enough for simple solutions.
StrategyPersistence.Full or Load for initial backtest
StrategyPersistence.Save for futher live run. Full/Load can load all orders again.
ps you can send me full or part of your solution for debugging.
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