Inconsistent trades at beginning of backtest

[rmt81]

I do not understand the following behavior:

As an example, I backtested SampleMACrossover on AAPL from 4/6/16 to 4/7/16 with Fast=2, Slow=12, BarsRequiredToTrade=0 on Last 1 Minute bars.

The first trades on 4/7/16 were at 9:32, 9:45, 9:47, and 9:57.

If I start the backtest on 4/7/16, the first trades of that day are at 9:34, 9:35, 9:37, 9:40, 9:45, 9:47, and 9:57.

I do not understand why these would not be the same with BarsRequiredToTrade=0.

I am having trouble getting trades to execute at the beginning of the day in live trading, and this is the most reproducible example I have.

[NinjaTrader_PatrickH]

Hello rmt81,

Thank you for your post.

The calculations would be starting at different points for the moving averages as well as the executions as the start date is different.