Hi, I am trying to paper test an algo (backtest attached) on FX in the live mode. In order to paper trade, I just went live mode and selected the paper trading option. I have a few questions if someone could help me out:1. Have been running it for a few days now, but its not picking up any trades. The strategy is based on regression channels, so one issue could be that there is not enough recent intraday data - there is a warm up period of 1200 + 10 minutes. I am refering to what Jared had mentioned here: https://www.quantconnect.com/forum/discussion/1114/datamemory-issues---minutetick-resolution/p1If this is the case, is there a workaround to the problem? I guess FXCM provides live forex data, so is it possible to store the recent data on a rolling basis so that in a weeks time we have updated data?2. In order to run in live mode from the web interface, do I have to make any changes to the code?3. I am having some issues with May data as well - think May 5th, 6th and 19th minute data for AUD - the data doesnt look correct at some time intervals. Collecting tick/second data on a rolling basis would probably resolve this issue  - think this is how MT4 collects recent data - but I really would prefer to do this in QC if possible. 4. If I want to paper trade the same strategy for multiple currencies with recent data, do I need additional servers?  How much would it cost me if I want access to more servers? Any pointers regarding running the same strategy across different currencies using a single algo will be very helpful. Thanks,Abhishek