When I back test a multi time frame strategy the results look really weird in that the entry trades occur in the future(of the past)!
When I examine the entries it shows that they happen a few bars ahead of the stop loss exits. It's happening for both long and short trades. You can see this on the attached screenshot of the chart. Also, in the trade details tab it shows the entry times and then exit times happening before that.
I've tried to reverse my BarsArray conditions and also tried various bar types, ticks, minutes, better renko etc. and it's always the same.
Would some one be able to run a back test with the attached strat and see if they get the same results? I thought it may have been the time stamps on my data but I have checked the data window dispaly on the chart and the timestamps look OK.