I have been adding MTF handling and changed my update to OnEachTick. Other than that, I'm not sure what could be causing trades to be closed at impossible prices (based on the time that it says the trade was exited).
This doesn't happen every time, but it happens quite often in backtesting now.
Does anyone know what might be causing this exactly?
Also, a small MTF-related issue: If I am backtesting on the 5 minute chart, and in my code I add 15 minute and 60 minute Data Series, would I be able to reference the 5 minute with index 0, and 15m with index 1? The reason I ask is that I'm getting an out of bounds error on my last index, so I'm not sure if the time frame selected in the strategy analyzer defaults to index 0. Thanks!
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