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.