I'm using the NJ simulator to simulate market data. I have two bar data 1 min and 10 min bars created in my strategy.
When I, say, have about 100 minutes bars generated by simulator, then I start the strategy, the historical 1 min bar was played first til current time, then NJ plays 10 min bar til current time, meaning that 1 min bar and 10 min bar are not happening chronically. After that the 10 min bar is generated every 10 minutes.
Is there a way, when play historical data, the 10 min bar is generated every 10 minutes?
Thanks
Brent
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