When backtesting using a single Forex instrument with both daily and hourly timeframes, the daily data seems to be only processed in OnData weekly.  When removing the hourly timeframe the daily data is then processed daily as expected.

In the attached backtest you can see the console output printing the dates and time period.  If you remove the hour timeframe from the algo you'll also see it print the results correctly.  I've tested this locally on Lean too and the results are the same (to double check it wasn't the console output being limited).

Any thoughts?