The HA bars are offset. Creating a historical chart with a standard tick candlestick and a tick Heiken Ashi with the same tick count results in disparate bar timestamps and volumes. (Shouldn't these two charts have exactly the same bar timestamps and volumes if they both start on the same date and have the same tick size?)
First Bar time/volume: Normal = 17.11.08.160 / 112, HA = 17.11.08.160 / 143
Second Bar time/vol: Normal = 17.14.43.649 / 143, HA = 17.14.49.746 / 104
Historical and strategy optimizer do not produce usable results using Heiken-Ashi bars. It appears they are using Open[0] + slippage for entry/exit pricing. As open under Heiken Ashi doesn't have any relation to the current bar's price this produces large errors. Can I change historical processing to use some value other than Open[0] for prices?
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