Hey everyone,
I recently noticed that the data passed into CoarseSelectionFunction doesn't always exactly match the data returned by the History function. As far as I have seen, most of the time the data matches. However, I have attached a simple project which illustrates one example of a mismatch. The Console output is what I used to show the mismatch; sorry for the flatline backtest results. Does anyone know why this mismatch might be occurring? What is the data source for CoarseSelectionFunction versus the data source for History?