summary: the 5 things to check, in order, when the number you measured on your own chart doesn't match what edgeful shows — timezone, session window, contract, by-close vs intrabar, and lookback — plus the two IB-specific cases that look like bugs but aren't.
if you measured something on your own chart and edgeful's number disagrees, you're almost never looking at a bug. you're looking at two charts set up differently.
run this checklist top to bottom. the fixes are ordered most-common-first, so the thing that's off is usually near the top.
this is the same checklist edgeful AI walks through when you ask "why doesn't my number match" — so if you've already worked through it and the numbers still disagree, that's when it's worth flagging to us.
1. is your TradingView timezone set to EST?
this is the single most common reason your numbers look wrong.
edgeful runs every report on a fixed timezone. if your TradingView chart is set to your local time, or to exchange time, your session windows land on different candles than ours — and a "session high" measured at 9:30 EST is a completely different number than one measured at 9:30 your time.
to fix it: on TradingView, click the clock at the bottom right of the chart, and set it to New York (UTC-5/-4). then refresh and re-measure.
2. are you using the same session window?
a report's number is tied to the exact session window it measured.
an initial balance "first hour" in the NY session means 9:30–10:30 EST. if you measured the first hour from a different open, or your session dropdown was set to London or Asian, you're measuring a different window — and you'll get a different number.
check the session dropdown on the report against the window you drew on your chart. they have to match candle-for-candle.
3. are you on the same contract — and not straddling a rollover?
futures roll to a new contract every quarter, and the roll leaves a gap.
if your chart is on a continuous contract (like NQ1!) and the report measured a specific front-month, or if your lookback window spans a rollover date, the prices won't line up. a gap that looks like a huge overnight move is often just the contract rolling.
make sure you're comparing the same contract, and check whether a rollover falls inside the range you're looking at.
4. is it set to by-close or intrabar?
"did price reach this level" and "did price close beyond this level" are two different questions — and they give two different numbers.
a lot of reports have a by-close variant. the standard version counts a level as hit the moment price touches it intraday. the by-close version only counts it if the candle closes past it. if you're eyeballing wicks on your chart but the report is measuring closes, the numbers won't match.
check which version you're on, and measure your chart the same way.
5. are you on the same lookback period?
the date range changes the number.
a stat over the last 6 months and the same stat over the last 3 months are measuring different sets of days. if you're comparing your own recent observation to edgeful's 1-year number, of course they'll differ — they're not the same sample.
set the report's date range to match the period you're thinking of, then compare.
IB reports: data looks missing, or the counts don't add up
two things on the initial balance reports look like bugs but aren't. if you're on an IB report, check these before reporting a mismatch.
days look "missing" because of the IB-size filter
the IB reports let you filter by the size of the first-hour range — small, medium, or large IB days. when that filter is set, the report only counts the days that fall in that bucket, so the day total comes out lower than the number of calendar days in your lookback. that's the filter doing its job, not data dropping out.
if a chunk of days seems to be missing, open the report's settings, clear or widen the IB-size filter, then re-read the totals.
the retracement counts don't sum to your total days
on the IB by-retracement report, the level counts are cumulative, not exclusive — they nest. price that retraces to the 75% level had to pass through 25% and 50% to get there, so that day is counted at 25%, at 50%, and at 75%. lower levels get counted every time a higher one is reached.
so each level is really answering "how often did price retrace at least this far" — not "how often did it stop exactly here." that's why the per-level counts won't add up to your total day count, and aren't supposed to: a single day shows up at several levels. once you read them as "reached at least this level," the numbers line up.
still doesn't match?
if your timezone is EST, your session and contract line up, you've matched by-close vs intrabar, the lookback is the same, and (on IB) you've accounted for the size filter and cumulative retracement counts — and the number still disagrees — that's worth reporting.
reach out through the chat bubble and tell us the report, ticker, session, and what you measured vs what edgeful showed. we'll take a look.