Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

February 3rd, 2020, 12:05 PM

Hello everyone,

I have a verysimple strategy that work of 30 minutes chart that use the supertrend and it sellshort just 1 tick BELOW a roof of the ST or BUY 1 tick ABOVE the floor of a ST.
So there's nothing particular in my code that is like:

Code

sellshort(NumToStr(barinterval,0) + "m Short") 1 contract next bar at IntPortion(st[2] ) - 1 + EntryOffset limit;

// and for buy


buy(NumToStr(barinterval,0) + "m Long") 1 contract next bar at IntPortion(st[2] ) + 1 - EntryOffset limit;

EntryOffset is ZERO.
So As you can see it simply buy and sell at just one tick from the floor/roof of the super trend ... I'm using the Super Trend Value of 2 bars ago just to be sure that it is the correct value and I'm not in the mibble of a change of trend.

Anyway... the backtest of the last months is showing ONLY perfect entries at the correct prices. But looking back more than a month I can see strange entries as you can see in the image below. It enter long at the LOWEST price of the candle and that's impossible and it is also not the limit order showed above that in real market would be triggered for sure before reach the extreme of the tail of a caldle.... So supposing that it's not magic... is that a BUG?? How could you explane that?

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Please note... in the last month all entries are perfect... in the past there are a lot of strange cases like this.

Please share your thoughts.

Thanks,

David

PS: Just for reference those are an example of 3 perfect entries of the strategy

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Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

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Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?