I have a multi timeframe strategy using swing indicator that I backtested, and performance results are different in the backtest window than within the strategy performance using historical data when I launched it.
The starting date of the backtest and the bars loaded in the chart where the strategy is loaded are the same.
I printed values of swing indicator, and they're different.
I reloaded all historical data, and still same problem.
I am getting 2610 printing Swing1.SwingHigh[0] in the backtest window, and 2610.75 in the historical data strategy performance (launching the strategy). f
Instrument is ES-03-19 and Swing indicator BarsArray is 7 which is 7 minute. My entry conditions are on Bar in progress == 10 which is Range 1.
I am running the backtest and the strategy on 1 minute chart.
My understanding is: backtest and historical data performance should be the same when Data series, and bars loaded in backtest, and Chart Data series where the strategy is launched from are the same.
Am I missing something ?
The starting date of the backtest and the bars loaded in the chart where the strategy is loaded are the same.
I printed values of swing indicator, and they're different.
I reloaded all historical data, and still same problem.
I am getting 2610 printing Swing1.SwingHigh[0] in the backtest window, and 2610.75 in the historical data strategy performance (launching the strategy). f
Instrument is ES-03-19 and Swing indicator BarsArray is 7 which is 7 minute. My entry conditions are on Bar in progress == 10 which is Range 1.
I am running the backtest and the strategy on 1 minute chart.
My understanding is: backtest and historical data performance should be the same when Data series, and bars loaded in backtest, and Chart Data series where the strategy is launched from are the same.
Am I missing something ?
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