I am working on a simple strategy with multi time frames.
I would like to submit a stop market oder if I have got 4 daily bars in a row, having a higher close than entry. The long stop market order is based on the high of the previous daily bar plus xx ticks.
See code in the attachment.
When I look at the chart in the backtest, the order is just executed straight away without reaching the predifined price. (see picture)
Has anybody an idea what I am doing wrong?
Thanks
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