I have backtested a strategy for the ES futures and would like to deploy to the micro ES. However the data history for the micro future is still very short.
I have considered the idea of adding the MES as an extra data series via the command
AddDataSeries("MES 06-19", Data.BarsPeriodType.Minute, 240, Data.MarketDataType.Last);
and then submitting the order as
EnterLong (1, lots , "L1");
However, I do not seem to be making any trades when I backtest even for the short period that MES has been active.
What am I doing wrong?
Comment