pending order wrongly getting filled in strategy tester

 

Hello everyone,

I'm having some issues with pending orders wrongly filled when I run the strategy tester below are some images of the results.

The buy stop in the attached image is getting filled where the price levels have not reached. Any ideas?


trade.BuyStop(Vn ,ReferencePrice - 20 * _Point,Symbol,0,0,ORDER_TIME_GTC,0,"");


Regards

Files:
chart.PNG  3 kb
journal.PNG  12 kb
 
francisalmeida:

Hello everyone,

I'm having some issues with pending orders wrongly filled when I run the strategy tester below are some images of the results.

The buy stop in the attached image is getting filled where the price levels have not reached. Any ideas?



Regards

The Buy stop is filled at ask, the chart shows the bid.

Reason: