I develop a multi-instrument strategy that load a significant amount of instruments.
When I debug the strategy I see that the Initialize() is called and all the instruments are loaded but then I get a second call to the Initialize() function and then the strategy terminate without calling OnStartUp(),OnBarUpdate(), OnTermination().
There are no Errors in the log window.
When I decrease the number of Instruments the strategy works fine.
I guess the problem is with one of the instrument I'm trying to load but without getting an error I cannot find this instruments.
Please advise.
TX,
Roy
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