I am having this issue:
I load my strategy on a chart, and it will show historical trades that are appropriate for the strategy. Then I can disable the strategy, reload historical data, and re-enable the strategy, and (only sometimes) the historical trades are very different. Im not changing the trading hours or the date range or anything, just reloading. And it looks like when this happens, the historical trades are not correct based on the strategy logic. Like its entering trades as if it was on every tick, instead of on bar close as it should be. Which makes a difference for the worse in this strategy. I have compared the trades to market replay, and it is very similar to if I were to run the strategy "OnEveryTick" instead of the desired "OnBarClose".
Is it possible that it is not processing "OnBarClose" as I have selected? Also, I have seen this behavior while running live as well. Not good.
Any ideas?
Thanks!
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