My thought is there’s nothing to compare against to restart trading, because no live data is coming in anymore.
So just have it that it restarts anyway at a time (market open + 15 mins) when spread is historically at its lowest for the respective instrument and then the cycle starts over until it stops next time then rinse and repeat?
I am still thinking the simulated trades are coded into the Strategy and that trading stops but the System does not stop … is that correct?
