As an example, I backtested SampleMACrossover on AAPL from 4/6/16 to 4/7/16 with Fast=2, Slow=12, BarsRequiredToTrade=0 on Last 1 Minute bars.
The first trades on 4/7/16 were at 9:32, 9:45, 9:47, and 9:57.
If I start the backtest on 4/7/16, the first trades of that day are at 9:34, 9:35, 9:37, 9:40, 9:45, 9:47, and 9:57.
I do not understand why these would not be the same with BarsRequiredToTrade=0.
I am having trouble getting trades to execute at the beginning of the day in live trading, and this is the most reproducible example I have.
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