I have a strategy written, it's a little complex, runs on tick bars with a data Added for minute bars, defaults to calculate on bar close =true. The idea is to have "look inside bar backtesting" and a backtest that is exactly the same as running the strategy on realtime tick bars. It works exactly as planned going forward on Market Replay data on a chart but when backtested it gets no trades... Any clues as to what I'm doing wrong here?
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