title: MigrateDatabaseToLatestVersion initializer failing to create database
body: <p>I'm trying to use EF code first migrations to build a database if it doesn't exist.  So far, I've <code>Enabled-Migrations</code> successfully.  I've also used <code>Add-Migrations</code> to make an initial migration that builds the database.  The script is in the Migrations direction and looks correct.</p>
  
  <p>This is the body of my Main method</p>
  
  <pre><code>Database.SetInitializer(new MigrateDatabaseToLatestVersion&lt;MyDbContext, Configuration&gt;());
  var directConfigContext = new MyDbContext();
  </code></pre>
  
  <p>Everything I've read that says this is all I need. <code>MyDbContext</code> is in <code>app.config</code> and looks like this:</p>
  
  <pre><code>&lt;?xml version="1.0" encoding="utf-8"?&gt;
  &lt;configuration&gt;
      &lt;connectionStrings&gt;
          &lt;add name="MyDbContext" connectionString="Data Source=(localdb)\v11.0;Initial Catalog=DbConfig;Integrated Security=True;MultipleActiveResultSets=True" providerName="System.Data.SqlClient" /&gt;
      &lt;/connectionStrings&gt;
      &lt;startup&gt;
          &lt;supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.5" /&gt;
      &lt;/startup&gt;
  &lt;/configuration&gt;
  </code></pre>
  
  <p>Additionally, if I use the DbMigrator class provided by EF, the database is built correctly (presumably using the initial database migration script).</p>
  
  <pre><code>// This is how it actually works including creating the database if it doesn't exist.
  var dbMigrator = new DbMigrator(new Configuration());
  dbMigrator.Update();
  </code></pre>
  
  <p>From what I understand, setting the initializer on <code>MyDbContext</code> and afterward instantiating that <code>DbContext</code> should create the database to the latest migration... what am I missing? </p>