Errant ticks/trades
Errant ticks/trades
Edit: I just turned off the strategy to declutter the screen and there's not even a tick at the price where it's making the trades. I think I've seen an errant tick be there in other places though. Why would it produce a backtesting trade at a price that's not even available?
Re: Errant ticks/trades
A big thank you to Tammy who helped me out with this via chat! It turns out that I had old data for the ticks and new (updated) data for the minute based bars. Now I understand better how the bars are built etc.