BT Live mode question
Hey guys, so, I've backtested the strategy and I'm now ready to try running on IB demo paper account.
The strategy needs 2 datafeeds - one "live" minutely (the current day from market open), and one daily (with history going back 3 years).
How to add new daily data to the "3 year history" feed after each day ends (market close), so the last day's OHLCV would always be available on the next day's open (along with the history data)?
What are the possible options for this? Does BT have to be restarted before each market open, or are there other options (i.e. running BT continuously) ?