I'm attaching simplified screenshot(from backtest) of what I'm trying to do and here is some context:
- I have strategy (Calculate.OnEachTick) which is using 2 data series, 60Min(MAIN) and 1Day(SECOND). I want to have updates for second time series inside the day (for current day).
- It works as expected in LIVE but not in Backtest.
- Not sure if this helps, but you might ask why do I need this. So this is needed because I want to use indicator attached to BarsArray[1] and be updated during the day while day bar is building. I try to trigger Update for indicator, but this did not help, because BarsArray[1] still not updated.
So my question if it is possible to trigger 1Day series update on 60Min series like it was a tick for 1Day series? Something similar how you guys doing Update for indicator cache from another series.
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