In my backtesting strategie orders should be filled on Prior Day High for Long an Prior Day Low for Short.
These are the orders I'm using in my test strategie .
EnterLongStopLimit(PriorDayOHLC().PriorHigh[0]+TickSize*1,PriorDayOHLC().PriorHigh[0],"Long");
EnterShortStopLimit(PriorDayOHLC().PriorLow[0]-TickSize*1,PriorDayOHLC().PriorLow[0],"Short");
Depending on what Time Frame I use they are filled or not. For instance in 60min Chart Longs are filled but only a fiew of the shorts. In a 30min Chart only some of the short(longs are filled) around. See pics. It doesn't matter if I change the order resolution.
Is that an issue?
Frank
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