While testing some trading strategies, I have downloaded the market data for a day and, when I replay the data using the ticks chart, I have observed that the charts (candlestick bars) are slightly different than they were in the real market session, (since I can compare with the video recording from the live market session for that day).
That has some impact on my trading since some candles are different during replay than they were during the real session, they have different shape, different body.
Is it any way to fix that or mitigate it?
Thanks.
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