Hi Team,
Could someone please explain the complete backtesting logic?
Specifically, does the backtest use tick-level data or a selected timeframe? If it uses a timeframe, how does it handle intervals such as 5-minute candles versus 10-second data?
I also noticed that entries are being taken within the same candle in which the condition is met. For example, if automation starts at 11:00 AM and a condition is met during the 11:00–11:05 AM candle on a 5-minute timeframe, the trade should ideally be executed only after that candle closes at 11:05 AM. However, the backtest is showing the trade being entered at 11:01 AM.
This appears to be causing inaccurate backtest results. The live automation, however, seems to be working correctly.
Could you please clarify whether this is expected behaviour or a backtesting issue?