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In my backtests, my algo updates charts and indicators every 30 minutes as programmed in my code with a 30 minute consolidator.
Strangely, in paper trading the indicators and charts update every ten minutes, which looks to be part of lean functionality, https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading/charting-and-logging
My code works like the following:
In my OnData method, I test to see whether my consolidator was recently updated (within the last minute), if it is, I then update my indicators and update the charts. I have a method called plot_indicators() which updates the charts and is called within the OnData() method if the consolidator was recently updated.
I'd like to override this Live Trading behavior and ensure that my strategy indicators update at the frequency that they update in backtests as an attempt to reconcile the strategy. Any help on this is appreciated.
Daniel Oliver
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