So If I get it, you are saying that the Setting the state to Real Time means that it only looks at current data and not historical data when evaluating the situation. If so, then prior trades are not taken into account before the strategy is engaged... so my theory about why things are not working (not taking any trades) based on the targets already being met in historical data is not correct if indeed the state is set to Real Time, does that sound correct?
In other words setting the state to Real Time means that "the RealizedPNL is the accumulated total of all trades made, historical and real time, by the strategy." is not the case, it is only verifying Real Time trades, correct?
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