Just a small update:
I used Print() to output the exact S/L price and Bid price at the time of this happening.
The Bid price was at 1.21840, even though on the chart it definitely appears as 1.21839 (as illustrated by the screenshot).
So this explains how the operation was allowed to go through.
I guess the bug is the wrong output in the chart window then?

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I've encountered this strange phenomenon and want to get a confirmation that this is a bug:
Using Strategy Tester (ST) in MT4, it seems that setting the S/L to the EXACT value of the Bid is allowed.
I've attached 2 screenshots to illustrate this:
Obviously in real trading conditions this would be an illegal operation.
I just want to get confirmation if this is a known bug in ST, or am I missing something here?
Appreciate any useful answers on this issue. Thanks!