Short Summary (Symptoms)
- Strategy Analyzer does not finish or takes an excessively long time (“Prolonged Running…”).
- No trades are generated in backtesting (Size=0), and bar telemetry is interrupted.
- MTF Strategy: 5m main series with 15m and 60m secondary series (EMA/VWAP/VolumeProfile).
What exactly do we need?
Confirmation of the correct MTF pattern (BIP handling and synchronization in Analyzer).
Performance recommendations for Analyzer (telemetry/print).
Best practices for sizing in backtests when ATR is high.
Suggested order and frequency of validations (warm-up/health checks/date) to avoid silent blocking.
If you need the full .cs file, I’ll attach it without any problem. Thanks in advance!