My backtests are coming up with different trades than when trading live. Upon analysis, i realized that during live trading my criteria were being triggered within a bar, and i suspect that the backtest uses OnBarClose values.
I have CalculateOnBarClose = true;
However, it does not seem to be the case when trading live. How can i ensure that the strategy follows the same rules as it did in the backtest; specifically, waiting until end of bar to execute trades?
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