While I appreciate your response and intuitively it appears correct, this is nor the way SD support is presenting this situation.
here is one response from support;
When real-time trading the program is looking at your formula on a Tick by tick basis, waiting to see if the criteria has been met. In backtesting, it will wait until the end of of each interval to check to see if the criteria have been met. In your case every 5 minutes.
Often times a client will create a backtest that they want to replicate in real-time. We then recommend to back off your formula by one period in the "N" bars ago field. This will force the program to wait until the current bar is closed before it checks to see if the criteria has been met. I created an example below:
If the following formula was working in backing testing: RSI[RSI,14,D] < 70 AND RSI[RSI,14,D,1] >= 70
In real-time it would begin look like below, once the "N" bars ago is pushed back by one period. RSI[RSI,14,D,1] < 70 AND RSI[RSI,14,D,2] >= 70
Therefore, according to support using a lookback period should mirror realtime trading. It doesn't!
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