Hi, i am studying the correlation between different symbols, which trade on different days, and for this reason I created an artificial symbols with data for any day of the year.
Using valuewhen I can get the data I need at indicator level for both the symbols padded to the perfect one, but in backtesting false signals and wrong buy/sell/cover short prices are generated. If I plot buyprice for example, or buy, they are different from the backtesting results. The problem seems to be in a difference in the padding between the indicator level(using foreign and having the perfect symbol active) and AA (using the "pad and align to" to setting). Has anybody experienced the same problem? Thanks Ly
