TimeStamp in import wrong backtesting

[GainForex]

Hello !!! i have a issue with data import TimeStamp , end of bar and start of bar
i clean my database no min or dayly bars

import same file same time UTC, first time i import end of bar timestamp
ok optimize strategy , look profitable , then

I Delete Data !!!!!!!!!!!!!!!!

Load Same file Same Time UTC !!!

But Start of Bar Time Stamp !!!!

try my strategy set in it fail 30% down
i try same testing with 5-6 diffeent starategys
very simple strategys like generic STO cross
no time imvolve in trading
same result no of then was possitive ufter i import start of bar datastamp
Wood some wood exlain how come time stamp effect STO cross to fail in backtesting 30% ????
i use 1min data to import
then for backtesting use 10min
Do you think i have to delete cache data ?
i did it no difference
strategy like this
very interesting if i optimize first and second test
output will be very match different
i dont think i catch data gaps on optimisation
end of bar timestamp after optimization abut $4000 profit
start of bar timestamp after optimization $1000 profit
use same date range and metod optimisation
how come 1min different in time stamp make $3000 differents after optimization output ?



if (CCI(Cci)[0] < -LevelEnter && SMA(MaBuy)[0] > SMA(MaBuy)[BarsBuy])

if (Close[0] > SMA(MaBuy)[0])
if (Close[0]<High[1])

{

EnterLong(Lot, "Buy");
SetStopLoss("Buy",CalculationMode.Ticks,Stop, false);
SetProfitTarget("Buy",CalculationMode.Ticks, Profit);
}

[NinjaTrader_ChelseaB]

Hello GainForex,

Changing the timestamp of the data will completely change the results of the backtest this is expected.

If you would like to know why it makes different trades, print the values of the conditions and compare before and after.

Print(Time[0]+" | CCI(Cci)[0]: "+CCI(Cci)[0]+" < -LevelEnter: "+(-LevelEnter)+" && SMA(MaBuy)[0]: "+SMA(MaBuy)[0]+" > SMA(MaBuy)[BarsBuy]: "+SMA(MaBuy)[BarsBuy]);

This is an example of printing the values in a condition. You will want to print the values of every condition.

Then this information will let you know why having different data causes different trades and different results.