Graphic Does Not Reflect Data Points Exactly

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I have a MA crossover in my EA. Trading mode changes when short MA crosses over long MA. Here is the problem:

When I see the crossover visually, the Data Window does not show the crossover until later. There is usually a one to three bar delay before I see the crossover in the Data Window. In the meantime, the EA changes modes.

This is only slightly problematic when I try to backtest manually, but I would like to resolve this problem.