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captain black is correct, it's looking at future data.

But one possibility is to use a limit order set above the Donchian Channel top. Although there is still no guarantee that the actual close will also be above it, at least it allows you to place the trade and test your system. In addition you will be able to compare the results, e.g. how many trades are different and by how much.

Your other question is very interesting. It would appear that you have discovered an extraordinarily effective entry signal. You might as well forget about he rest of your system, enter your trade just before the close and sell at next day's open. That's $ 41,000 per year right there.

Before you implement it, you should make absolutely sure that this is what you've got (an extraordinarily effective entry signal, that is). If it's based on a Donchian channel breakout or another popular indicator, or something that you have read in a book or a blog - I'll let you fill in the rest ...

On a more serious note, it's usually best to use explicit trade delay code, rather than just commenting out, i.e.

SetTradeDelays(1,1,1,1);

or

SetTradeDelays(0,0,0,0);

Try to get to the bottom of this discrepancy in your test results. Save the two versions of code if it's not already too late and find out exactly what you did wrong. You will learn a lot this way. Comparing a few individual trades might give you the solution.