I have increasingly had issues with real time testing and trading of strategies running onpricechange so intrabar ticks triggering stops / exits that are references the Open or close of previous bars 1 bar ago
What I have discovered and believe to be the issue
If Strategy is loaded directly on the chart and the chart DataSeries is set to Load Bars of data and NOT days of data
The Stops / Exits referencing the prior closed bar work correctly. But when loading Strategies from the Control Panel there is not option to load Data by number of bars, so you are forced to load by number of days. Therefore the starting point of the bars is different than the chart and the bars are forming slightly different price levels. Thus causing the Stops / Exits to trigger when they should not.
When setting up strategies on multiple instruments the need to open charts for every instrument is resource intensive.
Would like to know if others are experiencing similar issues
Thanks
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