I just can't seem to make sense out of it. On Multi Time Frames the strategies work fine when using 5 min as primary and 1 min as secondary. I can buy and sell through the 5 and 1 min BIP without a problem.
However, when I switch to the daily chart, 'Exit on Close' occurs a day before the Long Entry.
I tested the SampleMultiTimeFrame strategy and it has the same behavior on the daily NQ 09-20 chart. I am trying and researching but can't find what is the reason for this behavior. Screen shot is enclosed.
Thank you.
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