Hi. I set up a very simple test:

1) The scale is set to 60 minute
2) The data range is most recent 5 days.
3) Position size is 100 shares.
4) The symbol I used for the test is AA
5) The rule I used was "Buy at Market" - no conditions.

When I ran the test, I discovered that the buy and hold used for comparison is initiated at 9:30AM of the day when buy at market is exercised, however the actual buy at market strategy is run at 12:30PM - which is three 60 minute periods after buy and hold used for comparison. I also found that if you change the scale to a day, the buy at market is run 3 days after the buy and hold is run for comparison. Does anyone know how to change this behavior? I don't understand why this should be happening. I believe that the buy and hold for comparison should start from the same time as buy at market.

See the User Guide for details of Buy & Hold. Essentially, B&H starts on the open of the second bar using a basis price of the first bar in the chart (bar 0).