The fills that appear on the screen capture of the chart are 100% CORRECT.
(i.e. trading on an abstraction such as a line break chart can result in fills that are not anywhere near the body of the candle.)
The issue became evident when I ran a performance report and reviewed the individual trades...there is clearly something very wrong going on here.
The underlying program is a simple "always in the market" flip flop LONG-to-Short type program. So every Long should be followed by a Short and every Short should be followed by a Long - that was the case until trade #9 at which point all the trades are listed as LONG. Furthermore, the dollar value of the respective gains and losses are incorrect.
Please help me understand what is going on/why/how to fix it.
There is no reason for a line break chart to not be able to generate long/short signals that execute in the "real world" correctly.
Note that all trades are market orders (not limit orders) and the strategy in question was created with the wizard i.e. managed approach = nothing complicated at all.
I'm running Ninja version 7.0.1000.10 and the data is CQG
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