I have a strategy that manages its own ongoing balance (AccountBalance). I set the initial value in the strategy dialog in the beginning, and then the strategy manages the ongoing total based on profit/loss.
When i run this strategy live at the beginning of each day, it goes back and processes a significant amount of historical data and virtual trades (seems like about two weeks worth or more). The end result is that after it processes this historical data, the account balance is very wrong to start the trading day.
I have min bars required set to zero, and i also have the lookback number of minutes set to only 60. For some reason, it still processes a couple of weeks of historical data.
How can i keep the strategy from processing historical trades? I used the (Historical) function, but this will keep any historical data from being processed and will impact the signal generating functions of the strategy.
Any ideas how I can keep my account balance from being updated before the strategy begins to process live orders?
Thanks
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