Backtesting using Heiken Ashi bars is very misleading

[tomtom]

Shouldn't backtests always operate off the actual price at the close of each bar, not the modified Heiken Ashi closing price?? I want to use Heiken Ashi bars for input to a strategy but backtest against the actual price at the close. What is the benefit in backtesting off a closing price that never really happened? Can we change this so that the backtest runs off a real closing price instead even when using Heiken Ashi as the data series for the backtest? Please note I only tested this in Beta 2 and have not have not had time to confirm it's still an issue in Beta 3.

[NinjaTrader_Ray]

Unfortunately not. The HeikenAshi bar is a derrivative of a regular bar and has its own OHLC virtual or real. As you backtest against this bar, it will use the values of this bar. Unfortunately this can't be changed.