LINT_CENTRED_WINDOW
What happened
A rolling window with its centre on the current bar takes half of its values from later bars. In a backtest those bars exist already. In live trading they do not, so the two disagree.
What to do
Use a trailing window, which ends on the current bar. Repainting and look-ahead explains the difference.
Example
text
strategy.py, line 22: A centred window reads bars after the one it is placed on. [LINT_CENTRED_WINDOW]The wording of the message depends on your file, and the code does not. A warning does not stop the file from loading.