Harwinder Sekhon
9942736762
The engine's EMAs use ewm(adjust=False), so the first bar of a fetched frame keeps weight (1-2/201)^n in the 200-bar trend EMA. With the 60-day lookback the live H4 frame had 380 bars (seed weight 2.3%) and D1 300 (5%), while the backtester seeds from its whole cached history. Measured on the deepest Oanda caches (267 H4 / 313 D1 bars sampled over two years, raw and cleaned frames): ema_trend flipped on 2/267 H4 and 1/313 D1 bars at those depths (composite off by up to 9.5 points) and on none from 600 bars up. MIN_LIVE_BARS = 1000 leaves a seed weight of e^-10; M5/M15 (5000) and H1 (1460) already exceed it and are unchanged. One request either way. The backtester never calls fetch_ohlcv, so no book changes. Tests: new Module 16 depth test; the Module 21 cache test's 300-bar expectation becomes 1000. Suite 500 passed. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01NQDjW8rXYrJR4JDWMWKUij