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Using Daily Historical Data in Live VeighNa Strategies

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Summary

This brief forum exchange raises a practical question about using daily historical bars in live trading when a user has no minute-level history. A respondent asks whether the goal is to load historical daily bars during strategy initialization to calculate indicators, or to construct daily bars from live intraday updates. These are distinct data workflows: one supplies prior context for indicator warm-up, while the other maintains current-session daily values as the market runs.

The thread ends before the question is answered, so it does not provide implementation steps, platform APIs, or a demonstrated solution. It also does not clarify the strategy or data feed involved. Its value is mainly in framing the key design choice that must be resolved before implementation, rather than teaching a complete live trading method.

Key ideas

  • The question concerns live strategy use when historical data is available only as daily bars.
  • The respondent distinguishes loading daily history for initialization from building daily bars during live trading.
  • The thread provides no implementation details or answer, so the platform-specific solution remains unknown.

Tags

FuturesExecutionBacktesting

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