Backtester Settings > General > Pad an align data to reference symbol
I want to run a multi-threaded "All symbols" scan where one symbol, say $DJI (as populated by Norgate Premium Data), is used to define a master bar calendar for all other symbols. That is, as the scan executes for each symbol, the price/volume arrays are always aligned according to the bars that exist for $DJI, with nulls for missing bars.
I am aware that I could accomplish this with a "Current symbol" scan applied to $DJI, with the price/volume arrays populated using SetForeign and no "fix-up", but then there would be no multi-threading.
Posted by: Aron Pipa <aron@myafl.com>
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