here is the minute mode result

Yagnesh, check out this thread: https://www.quantopian.com/posts/differences-between-minute-and-daily-backtests

@Alisa, as the fill price of market orders puzzles many people and questions are periodically asked, would it be possible to improve the documentation of Slippage Models in the Help section to include how the fill price is calculated? I believe including the answer you gave in here would be enough.

Many people, like me, start backtesting their algorithms without slippage model and introduce it later (one problem a time). They erroneously believe that setting slippage to 0.0 does the trick, but it doesn't. Slippage documentation says: "Slippage is where our backtester calculates the realistic impact of your orders on the execution price you receive". That's not true, Slippage calculates the impact of the orders on the price of the next bar, where "next bar" can be next minute or next day bar, depending on the backtest settings.

It's a minor thing to document, but it changes completely what to expect from the backtest.

Also, not only the price used to fill the market orders is the next bar price, it is also the close price. While I agree with the intent of making the backtest more realistic, I believe that using the close price is too pessimistic (1 minute before an order reach the market?). It would be nice to have a new slippage class (together with Fixed Slippage and Volume Share Slippage ones) similar to this one , that allows to use open price to fill orders.

Please Alisa, let me know what you think regarding my comments. Thanks.

Alisa;

What is suggested in your refered thread is already built in my code.
I am calling schecdule_function() once the market start ie to simulate the
order filling in the next day once my algo gives a reversal signal.