when trying to start a backtest exectued on 5 minute bars (selected in Backtest properties editor) with one additional dataseries (1 week) and order fill reso = high (1 minute) NT gives an error:
(hopefully correctly translated from german)
"Panic: Choice of resolution for order execution is only available for stratgies with one data series. For stratgies with multiple data series please implemnt directly into the strategy, on which data series oder executions should be simulated."
In if(State.Configure) I put AddDataSeries(BarsPeriodType.Week, 1);
In OnBarUpdate I put EnterShort(0, quantity, @"ShortEntry");
What is missing ?
Comment