It seems that priceClose()s for the same date at the same time with the same history files (.t6) are alternating through the BarPeriods:

Code:
e.g. EUR/USD:

BarPeriod: 1440/120/30/10/1:
[..: Tue 06.01.09 00:00] (1.39578)priceClose: 1.36299
[..: Wed 07.01.09 00:00] (1.36299)priceClose: 1.34973

BarPeriod: 240/60/15/5
[..: Tue 06.01.09 00:00] (1.36020)priceClose: 1.36376
[..: Wed 07.01.09 00:00] (1.35201)priceClose: 1.35070


e.g. EUR/GBP:

BarPeriod: 1440/120/30/10/1:
[..: Tue 06.01.09 00:00] (0.96152)priceClose: 0.92680
[..: Wed 07.01.09 00:00] (0.92680)priceClose: 0.90537

BarPeriod: 240/60/15/5:
[..: Tue 06.01.09 00:00] (0.92382)priceClose: 0.92690
[..: Wed 07.01.09 00:00] (0.90520)priceClose: 0.90598


Are there rules which priceClose() is taken in which BarPeriod and how to convert them (deviation in this example between 1 and 10 PIPs)? Comparing strategies in different BarPeriods is just a bit hard this way.

Thanks, Sphin

P.S.: 1.52.0 without LEAN of course