I want to understand why when I do open a position, the order is filled one bar after the current bar in my backtest?
Please see the image below. I opened a position on first tick after the bullish pattern, but the position was opened actually at the beginning of the next bar.
My backtest is showing that I lost in that trade. But actually should be a winning trade cuz I opened my position too many pips below.
This happen to me in all trades in my backtest, so I can't trust my backtest.
Is it something wrong?
I also tried to do a tick based backtest adding this on my initialise method
Add(PeriodType.Tick, 1);
if (BarsInProgress != 0) return;
I have tick data that I downloaded from FXCM using NT7 Historical Data Manager
Any help will be appreciated
Thank you very much.
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