Inconsistent Trade Execution Timing in Backtesting
I am also observing inconsistent behavior in backtesting across different automations.
As per my logic, when a condition is triggered on the Nth candle, the trade should be executed on the N+1 candle.
Previously, there was an issue where the trade was being executed on the same candle (Nth candle) on which the condition was triggered.
However, after 30th July, I have noticed a different issue: in some cases, the trade is being executed either on (n+1) or on (N+2) instead of only (N+1) candle.
The expected behavior should consistently be:
Condition triggered on Nth candle → Trade executed on N+1 candle
Currently, the execution varies between N+1 and N+2 candles, which is inconsistent and is affecting the accuracy of the backtesting results.
Please investigate why the trade execution timing is not consistent across different automations and backtests.
Please check and update.!