I have an intraday strategy that does not need any historical data, and only needs 1min intraday data starting 9:30am. What "range" of data should be used each morning when I run it in strategy monitor? Thanks
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Enough bars to populate indicators (data series) used by the strategy. To quote the User Guide:
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Generally, strategies begin the trading loop at the bar on which all indicators used by the strategy are valid; the start bar. The period between bar 0 (the first bar in the chart) and the start bar is known as the seed data period, whereas the first to last bar is known as the data range, or test period. Although strategies do not trade during the seed data period, its bars are included when calculating some of the performance metrics for the entire backtest period.
If it uses only the price action starting 9:30am and nothing else, you can load the minimum i.e. 1 day of data.
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