Added Kagi series

[samish18]

I added a kagi data series to a strategy and found that the strategy executions live lag the backtest by the same period as the kagi series (a 5 minute kagi series yielded trades occuring live 5 minutes after they would in the backtest). I added print(Times[1][0] and Times[0][0]) and saw this:

10/25/2024 9:55:00 AM 10/25/2024 10:01:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:02:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:03:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:04:00 AM
Enabling NinjaScript strategy
10/25/2024 9:55:00 AM 10/25/2024 10:05:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:06:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:07:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:08:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:09:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:10:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:11:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:12:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:13:00 AM
10/25/2024 9:55:00 AM 10/25/2024 10:14:00 AM
10/25/2024 10:10:00 AM 10/25/2024 10:15:00 AM
10/25/2024 10:10:00 AM 10/25/2024 10:16:00 AM
10/25/2024 10:10:00 AM 10/25/2024 10:17:00 AM
10/25/2024 10:10:00 AM 10/25/2024 10:18:00 AM
10/25/2024 10:10:00 AM 10/25/2024 10:19:00 AM

It appears the kagi bar times lag the live by 5 minutes - why is this and how to avoid this from happening?

[NinjaTrader_Jesse]

Hello samish18,

In a backest executions are always seen on the following bar from where the condition was true due to how fills are processed.

[samish18]

That does not answer my question about why the Kagi time series (at least nominally) lags in real time. I understand how backtest executions work.

[NinjaTrader_Jesse]

Hello samish18,

Its possible that is due to the conditions you are using, you could use prints to explore how the conditions are evaluating between each test.