Hi All,

We noticed some strange behavior in the backtest when using the second resolution and switching from a single ticker to multiple tickers. One would expect the sum of all trades to be: (Ticker 1 No. of Trades) + (Ticker 2 No. of Trades) = Total trades. In this case we noticed that the number of trades on a single ticker was greater than the number of trades when using two tickers. Upon looking into our backtest results we discovered missing trades when using two tickers. Our two tickers should be trading repeatedly throughout our trading window, and simultaneously, but it appears that this is not the case. 

In the attached backtest we trade the two tickers ['OCGN', CLOV'], the total number of trades in this case is 62. Which is the same number of trades that we get when trading just ['OCGN'], upon inspection we notice missing trades. 

For example, in the following image we can see that OCGN made trades on 03/04/21, when using just this single ticker.


However, when making trades using both tickers  we see that the OCGN trade for that date is missing (see below image):


No changes have been made to the code, other than adding the second ticker and this pattern of missing trades is prevalent throughout our backtesting. 

Could this be the result of a bug in the backtest node, or are we missing something in our code?

We would greatly appreciate any help from the community on this.