I have problem with backtesting.
See situation on the attachment - one is from Multicharts, second from NinjaTrader.
Ninja trader fill one stoploss and one trade moreover than Multicharts.
By my opinion wrong.
On the blue diamond is stop order, on the red diamond is stoploss.
When is candle on the top, Ninja buy, but candle certainly not return to the bottom!
I use same data in Multicharts and NinjaTrader.
Resolution of data is one minute and one candle have 15 minute.
I test it with "CalculateOnBarClose = false" too, withou changes...
Petr
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