ditch - be careful with those, you are using an ATR for the Box size and those always look better in the past then they were, because it's using ATR, the past data changes and those signals might not have been there if you go back to the date.  You can only trust a set box size for the past signals, otherwise the ATR versions change because logically if you go back several days aga the ATR is different and is always changing, whereas a set point box size will not.