If you use the price of the current tick in a TMF, you must indeed backtest with T1 data. But if you use only the close of the current bar, M1 data is sufficient - at least I would not know a reason of a "discrepancy".
But how do I get the close of the current bar in live trading? It's a price feed coming through metatrader and it's changing tick-by-tick. How do I do this M1? priceClose() gives me the latest price and it's giving trade signals mid-bar - I don't want that. e.g. If the close at 15:00 is below the theshold and the close at 15:01 above, then enter the trade. I don't want trades going off in the middle of the bar at the exact tick that the crossover happens - I want to wait until the close of the bar and if it's still over, trade - if it's slipped back under, don't.
