I've noticed a persistent problem...
1. I will run my strategy live (using IQFeed + IB) all day with minute bars.
2. the next day, when I run the strategy again, NinjaTrader doesn't go back to IQFeed to retrieve minute bars. It must think it has those bars... but the entire previous day is just missing, not being fed into the strategy.
My theory is that when I run my strategy live (using IQFeed + IB), NinjaTrader thinks it's getting/storing bars into the database... but it's not. If after step 1 above, I run a historical backtest at the end of the day and pull in historical bars, it all works fine. But if I forget to do that historical backtest (like I did yesterday), then a full day is missing for my strategy running today.
I wish there was a way to force the database to go back and retrieve yesterday's bars, other than deleting the whole database.
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