What I mean is checking the "On signal day" is not creating the same results in different trading system, for example BBands and IFR2 < 10.

POMO4.SA for example.

I was comparing the trading system create for ma based on IFR2 > 10 and the new feature that you add, "On signal day" is producing effect, but the BBANDS trading system don't respect this new option, so in BBANDS the next day after the day of signal.

For BBANDS if I uncheck the option On day signal 2 days is adding to day of signal.

Checking now, looks very promising.

I could not figure how Typical and  Average price is calculated. How is?

Thanks a lot Sacha!!!

Thanks Sasha, got the idea.

I will try to explain my trading system and the impressions that I got from testing it in Stocklyze.

I use to open a long position when RSI (2) is bellow 10 and close the position when the price reaches the high of last 2 days. So when I got the signal I use to open the position very close to the market close hour, in the after market or right after the market open in the day after the signal. I close the position in the exact price of last to days.

What I realized in Stocklyze:

System open the position in the day after the signal like you mention but in the close price not in the open.
System close the position in the day that reach the price of last 2 days but not in the price, it close in the close price of day.

Is it something that I set wrong? In this case of this 1 day slippage, don't you think it's better to use the open price of the day after the signal?

I have a trading system defined for me, when ploted to chart buy and sell signals are right but in the backtesting report the in and out date is a date one day after.

Where can I send some screenshots?