Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,261 since Apr 2013
Thanks: 201 given,
for what does it seem to use the values from two bars back?
The entries seem exactly where you'd expect them i.e. the next bar after a bar that had an open lower then the close.
For the stop amount this might be caused by your code not using intrabar order generation, which means values are updated at the end of the bar only.