I have a number of ATS swing trading using 15 min bars, and I set them up and switch them on a couple of hours before open and they show the correct position size and work perfectly. However I have been developing some 60 min swing strategies that are fine on backtesting, but when I try and run them live for some reason and switch them on before the market opens in the same way, for some reason they do not register a position (whereas on backtesting there should be a position).
I assume this may be something to do with getting data through from IB, perhaps it only comes after the market opens. In this case can I leave the strategy on and will it start working as soon as data comes through?
Any ideas would be welcomed/Thanks
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