BUG with OHLC model

 
BUG with OHLC model
Sorry to use English here. If you'd like to reply, please use English, since I don't understand Russian.

I notice a bug in OHLC model with the lastest Metatrader version.
If a "process limit order" is executed, a "stop loss order" cannot be executed even if the it touches the stop loss point.

/*[[
Name := TEMP
Author := Copyright ?2002, Company
Link := http://www.company.com/
Lots := 1.00
Stop Loss := 0
Take Profit := 0
Trailing Stop := 0
]]*/
var: NewLots(1), NewProfit(50), NewLoss(5), exceedpoint(15), Trades(100), NewTrailingStop(50);
var: cnt(0);
If Bars<50 or Year < 2003 or FreeMargin <= 0 then Exit;
If TotalTrades <= Trades and TimeDay(LastTradeTime) <> Day and Hour=0 then
{
SetOrder(OP_BUYLIMIT,NewLots,Ask-exceedpoint * Point,0,Bid-exceedpoint * Point-NewLoss*Point,Bid-exceedpoint*Point+NewProfit*Point,RED);
};
for cnt=0 to TotalTrades
begin
If Ord(cnt, VAL_TYPE)=OP_BUYLIMIT or Ord(cnt, VAL_TYPE)=OP_SELLLIMIT then
{
If TimeDay(Ord(cnt,VAL_OPENTIME)) <> Day then
{
DeleteOrder(OrderValue(cnt,VAL_TICKET), Black);
};
};
end;

The result has been posted on the web.
http://home.iprimus.com.au/guyuan1/usdchf.htm
Причина обращения: