I'm trying to use the strategy analyzer to do OnEachTick calculation. It is my understanding that the strategy analyzer uses historical data which only uses OHLC data so in essence it is doing a Calculate.OnBarClose. Is it possible to add a 1 tick data series and reference that data series to enter trades so the strategy analyzer can be used.
I want to do this because otherwise I will have to do market replay on months and months of data whereas the strategy analyzer is quicker. Is it possible in concept to do this?
Appreciate any help offered.
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