What happens when you call Initialize() within a strategy/code as a method?

May 21st, 2014, 11:35 AM

The goal is to dynamically add instruments to my strategy by calling Initialize() as a method within my code. So, not the protected override void one, but just initialize() as a method in the code to reload the script to add an instrument.

Has dealt with this or has knowledge of this?

Thanks!

May 28th, 2014, 04:59 PM

Calling Initialize() restarts the backtest so you can't add instruments mid-strategy, at least not by calling Initialize(). I'm not sure how to otherwise.

What happens when you call Initialize() within a strategy/code as a method?

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What happens when you call Initialize() within a strategy/code as a method?