priceClose() used in a TMF returns the last tick, but my backtests are using 1-minute bar data, not tick data.

This means when trading live, if I have a trading rule like if(crossUnder(Price,low)) ... where vars Price = series(priceClose()) and low is some threshold, it's triggering trades on the tick at any time, whereas in the backtest it's only triggering trades if the closing price of the 1m bar meets the criterion. This creates a big discrepancy between what the live trading is doing and what the backtesst is doing, no?

How do I replicate the backtest way in live trading? i.e., I want this rule to trigger only on the actual close of the bar if that price has crossed the threhold. i want it to work on bar data, not tick data.