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I tried to run s# shell backtest and use sma strategy and default local history data. Then got the following warning message and seems not working.
HistoryEmulationConnector 2017/10/1 0:00:00 +00:00 Warning Subscription 'MarketData,T(L)=2017/10/01 00:00:00.000,Sec=SBER@TQBR,Name=SBER,Type=CandleTimeFrame,IsSubscribe=True,Arg=00:15:00,TransId=5,SmallTF=True' not supported by established connection.
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Hello
This is not an error. It means your connection does not provide such a market data type. What connection do you use?
I used local market data included in s# shell source.
Did you downloaded Shell for 4.4.17 or 5.0?
I downloaded Shell 5.0.