I disabled this DDM strategy and then re-enabled it today after trading hours, making no changes at all to the system setup options or strategy. When the strategy came back online it showed an incorrect active position. I traced it back to the missing historical data. The incorrect position is caused by the fact that the strategy, when re-enabled, sees a gap in the historical data (as described above) and so does not make the required trades on March 4 and 5. The DDM strategy is a multi-instrument strategy and the other instruments are fine.
1) What could have happened to create this situation?
I did notice that the same situation is true for all of my primary instruments in all of my strategies. Could this be because I have "Save chart data as historical" deselected in Options? If yes, then does this mean that (a) if I do not have an open chart that NT saves live data as historical and (b) if I do have an open chart with the "Save chart data as historical" deselected that no historical data will be saved for instruments that are in the chart?
2) Why didn't NT detect the missing data and reload the historical data for DDM when the strategy was re-enabled?
Any help is appreciated. Thanks
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