How does Strategy Monitor works with the strategy?
Does it instantiate a strategy each time new bar of streaming data arrives and computes a full backtest of strategy on "Date Range" window size of candles?
Does the Strategy Monitor store only "Date Range" ammount of candles (adds new candle and removes the oldest one)?
What happens with static fields of the class and what happens with cashed values like .Series() in indicators?
Will the BarHistoryCompressor work fine with StreamingData and Strategy Monitor?
Does it instantiate a strategy each time new bar of streaming data arrives and computes a full backtest of strategy on "Date Range" window size of candles?
Does the Strategy Monitor store only "Date Range" ammount of candles (adds new candle and removes the oldest one)?
What happens with static fields of the class and what happens with cashed values like .Series() in indicators?
Will the BarHistoryCompressor work fine with StreamingData and Strategy Monitor?
Rename
I'm just learning wealth lab myself. Check out some of the blog posts, they're very useful.
This one may cover what you're looking for:
https://www.wealth-lab.com/blog/interactive-brokers-auto-trade
This one may cover what you're looking for:
https://www.wealth-lab.com/blog/interactive-brokers-auto-trade
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