I am coding a system which checks setup conditions on 15-minute (BarsArray[0]) but opens and manages position on 5-minute (BarsArray[1].
Please find the screenshot attached which shows few opened and closed positions.
Please check first two positions:
- 83 333 @ 1,2691 - entry time 15:50 exit time 16:00
- 83 333 @ 1,2690 - entry time 16:00 exit time 16:00
15:50 5-minute bar is a bar with long upper tail with its high at above 1,2710. This bar is a part of 16:00 15-minute bar.
I see here that second position was opened at 16:00 but closed at 15:50 which means that stop loss level is associated with 15-minute time frame and not with 5-minute time frame. Am I right?
Is this expected behavior on backtest?
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