I finally found a MT3-style super-bug in the MT4 backtester. Remember how in MT3 an stop/limit order placed at an invalid price would be accepted as a market order? Well MT4 fixed that, but they forgot to fix the same problem with modifying existing stop/limit orders. So until this is fixed (I've reported it to MQ), be very careful when modifying stop/limit orders in backtest. And until it's fixed, enjoy the attached sample code.
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