I'm encountering this weird issue while running a strategy that has multi time frame. (Save chart data as historical enabled)
One timeframe is Day
The other is 60 Min
I can see the minute bar data and tick data saved constantly as I refresh the historical data editor.
However, the Day data directory is always empty. It is also empty in Historical Data Manager.
But when I load a chart for say $EURUSD, I can see the day data from the time I started to run it. Does Ninjatrader wait until the day data exceeds a certain size before writing to file?
I have only been running the strategy for a couple of days across one weekend so it may be that there is not enough data and Ninjatrader will wait? The problem even if so is that when I shutdown my Ninjatrader, the data in memory does not get flushed to file and all the day data is lost.
Please do not tell me to load historical data from my broker as this is not an option for me.
Kindly enlighten on when Ninjatrader decides to save Day data if you can?
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