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If Time = 1613 then begin
Buy ("LE") 1 contract next bar market;
If Time = 2130 then begin
Sell ("LX") next bar market;
//(use of Time_s or Time does not make a difference)
it will give a different entry (and exit) when backtesting or in realtime on a minute timeframe. With a tick timeframe it is the same (the next tick).
On the minute chart in backtest, the entry takes place at the opening of next bar (open of 1614). And in realtime it gives the open of 1613. This is only with a minute chart. Normally I use tick charts, so it never occured to me. Now with a minute timeframe, the barmagnifier in backtest does not seem to work for the entry and does not trigger the entry at next tick after hitting 1613 but next minute.
Is this expected behaviour?