I was working on multiple charts, and attempted to create both a forex and equity chart with holdings in the same code. It doesn't seem to work. Very simple test.

public override void Initialize()

{

SetStartDate(2010, 05, 03);

SetEndDate(2015, 04, 30);

AddSecurity(SecurityType.Forex, "AUDUSD", Resolution.Minute);

AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);

}

public void OnData(TradeBars data)

{

if (!Portfolio.Invested)

{

SetHoldings("AUDUSD", -0.75m);

SetHoldings("MSFT", 0.05m);

}

}

Seems to only contain Forex data. I've swapped the AddSecurity and SetHoldings in testing and it always seems to only come back with Forex data.

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