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I'm running a test on live data right now, and noticing that the errors are still occurring.
Now I'm beginning to understand that the issues with exotic bars go further than just backtesting, at least when it comes to using price action itself as criteria in an automated strategy. I have fairly error-free backtest results based upon indicators that use unirenko as input, but do not use price specifically as a criterion. For example, I believe an MA crossover strategy would test well, since it doesn't look at price data directly.