Tester behavior for s/l and t/p questions

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Dear colleges,

in one of my tests I noticed tester hit take profit value and not close order for several candles. In many tests I saw tester trigger close order long before stop loss was hit. In both cases the order finaly closed at s/l or t/p value respectively, just not when the actual price was at that value. I was under the impression that it is because of the spreads. However, there are a lot of cases where tester does execute orders correctly.

Can any of you offer an explanation why tester does that. Please see attached pictures for further clarity.

Thank you for your time.

Ján Dudič

Edit1: Could this be my order getting into slippage range and tester thinking "good enough" ?

 

You buy at the Ask and sell at the Bid. Pending Buy Stop orders become market orders when hit and open at the Ask.

  1. Your buy order's TP/SL (or Sell Stop's/Sell Limit's entry) are triggered when the Bid / OrderClosePrice reaches it. Using Ask±n, makes your SL shorter and your TP longer, by the spread. Don't you want the specified amount used in either direction?

  2. Your sell order's TP/SL (or Buy Stop's/Buy Limit's entry) will be triggered when the Ask / OrderClosePrice reaches it. To trigger close to a specific Bid price, add the average spread.
              MODE_SPREAD (Paul) - MQL4 programming forum - Page 3 #25

  3. The charts show Bid prices only. Turn on the Ask line to see how big the spread is (Tools → Options (control+O) → charts → Show ask line.)
    Most brokers with variable spreads widen considerably at end of day (5 PM ET) ± 30 minutes. My GBPJPY (OANDA) shows average spread = 26 points, but average maximum spread = 134 (your broker will be similar).

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