Huge discrepancies in backtests

[NinjaTrader_Jesse]

Hello samish18,

Closes[0][0] remains constant across BarsInProgress. Closes[1][0] and Closes[2][0] do not

Correct, we should not see exactly identical bars for all instruments. In historical there is a set order of processing but that does not exclude the possibility of different bars between instruments. We would only expect exactly consistent processing with the same instrument, for example 1 minute and 5 minute data on the same instrument.

Indicators are calculated before the strategy to produce results to return to the strategy. The last print the strategy has will fall behind the indicators prints because it will process after the indicators.

[samish18]

Closes[0][0] and Closes[1][0] are the same instrument.
Also as seen in the prints, for example: the strategy bar ending at say 2:45 has information from an indicator bar ending 2:50