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Standardizing consolidated daily data to match default daily data

I've made two algorithems that shoud function the same, with the only difference being that one uses a consolidator to get daily close price from hour data, and one uses daily data directly. They give very different results due to the time that the consolidator takes the daily close. Is there any way to make the consolidated data match the standard daily data? Both backtests are attached. 

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Here is the same algorithem using daily data directly: 

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