Maybe I can find an answer here.
When I try to use a Chart Data like UniRenko T1R7O1 this of course, makes for a fairly fast moving chart.
My issue, (please see attachment.) Is many times the Trades are plotted as if slippage got between the Trade enter and confirmation on the chart. Meaning the charts plot sometime 3 and 4 ticks off the price action. It does not seem this should be possible, but maybe it is, and I do not understand Slippage the right way.
Besides, I did not think slippage happened on playback mode anyway.
Main Question is this, is this really a slippage issue in price somehow in playback mode? On the other hand, is it simply UniRenko Bars can only be accurately tested in forward mode with real live data?
This plots incorrectly, probably 50% or more of the time when I try Historical data testing.
Some Trades it looks like everything is correct.
Any suggestions on how I can correct this issue?
I am using a simple strategy with fixed targets, and calculation mode is “On Bar Close”
Thanks
GM
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