I just recently noticed that ProQuant seems to calculate charts, indicator values, and signal values based on extended hours, in which case if you are using the charts from somewhere like Trading212, what you see on the chart is not necessarily a 1:1 representation of what ProQuant is working with. This makes it almost impossible to precisely visualize the data and values that ProQuant is working with.
Secondly, signals are triggered in and out of trading hours. By backtesting a strategy, ProQuant will “exit a position” outside of trading hours, but in reality, this will not be possible. This is a big problem because it invalidates the credibility of the entire backtest if positions are being “entered” and “exited” while the market is closed. I have attached a screenshot that shows a backtest where a position was opened and closed during a time the market was closed.