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Open Feature request MC-2238

Portfolio Trader , make Data1, Data2.. days back independent

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Currently if your system in data1 is in 1 min resolution and your first filter is example C>200 DAY MOVING AVERAGE Portfolio trader will load 1 min bars for 200 days!
Instead I could simply load data 2 with daily bars, say 300 days back and have Data 1 load 1min bars only for the past 3 days. So days back should be DATA1, DATA2 .... specific this would improve the speed, memory and give more options to design trading systems. tahnk you.

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