Good Morning,

Thank you very much Grahal, for your suggestion of duality.

I just did a test. I changed the value of the moving averages in the trading system by a moving average [1,0].

Only the last data, to be able to read on the gaphique, (by the function graphonprice), the course that the backtest uses for its computations.

You will be able to see on the charts, that all the 17:00 backtest have different prices (black line) from those in the chart.

From February 2008 until September 9, 2019, the prices at 17:00 are different.
And indeed, since a few weeks, my results of proorder did not correspond any more to those of the backtests over the period of the preceding 8 months. My backtests started in 2011 and they became very different, and for good reason.

Was there a problem or change of data at this time?
You will be able to see that this difference of course at 17h00 does not appear any more since September 9, 2019.
I did the same test on BNP and GLE, same result.

I do not know how to ask PRT to check its database.