and I still am a little confused about how the historical tick data works.
I have turned on Tick Replay in the options and on the Data Series for the chart. This is an OnPriceChange strategy.
I have also added the 1 tick series to the code,
AddDataSeries("NQ 06-21", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last);
This second picture below is a cap of historical bars with the backtest trade lines and entries. It appears that it can only process an entry and exit on the top or bottom of a bar (Like it's working in OnBarClose mode???). I have Red lines on where it WOULD enter if it was in realtime. I don't have it pictured, but an exit at the 14 SMA is also only ever on the top or bottom of the bar.
Have I done something wrong? Does a strategy need to be custom-tailored to accommodate historical tick data?
Or is it even possible for historical tick to function outside of the top and bottom of bars (I'm assuming Open and Close)?
Once again, this strategy works perfectly fine in realtime, exactly how I would want it to. Thank you in advance.
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