Refreshing Custom Daily Data in a VeighNa CTA Strategy

Summary

This forum exchange addresses how a custom daily CTA strategy can use locally stored data that is updated each day before the night session. The user asks whether a live strategy can reload the newest spreadsheet values automatically, given that the backtest reads the spreadsheet during initialization.

The reply says to read the data during strategy initialization, which invokes the strategy’s initialization callback. This implies that the data will be read when that initialization runs, but the thread does not establish that initialization happens automatically every trading day or explain how to schedule a reload while a strategy remains active. It also gives no implementation details for file access, update checks, error handling, or synchronization. The exchange offers a narrow operational pointer rather than a full solution for daily data refreshes.

Key ideas

• The question concerns custom daily data stored locally and updated before the night session.
• The suggested approach is to load the spreadsheet during strategy initialization.
• The reply identifies the initialization callback as the place where that loading occurs.
• The exchange does not clarify whether a running strategy is reinitialized each day or how to schedule and validate reloads.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.