I have a strategy that never uses BarsInProgress == 0 and instead gets all its entry signals from (and sends its orders to) the following three data series:
BarsInProgress == 1
BarsInProgress == 2
BarsInProgress == 3
However, I get different Strategy Anaylzer backtest results when I change the Strategy Analyzer's Data Series.
Why is this?
I figured the results should be the same regardless of what Data Series I choose in the Strategy Analyzer?
For example, when I backtest the attached "example.zip" strategy with the Strategy Analyzer's Data Series set to 10 minute Last bars (as shown circled in blue in attached 1.jpg) the results are different then when I have them set to 1 minute last bars.
Thanks
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