I am using a multitimeframe strategy. Entry is on 3 min. When backtesting this strategy, the 1 min chart shows an entry discrepancy of 2 bars (see image), meaning it enters the trade 2 min too late.
This is critical when one feature of this strategy is a Breakeven SL, which will be set when a predefined Low[0] is met. However, when entering 2 min too late means to miss out this Low[0] this trade is executed incorrectly and I get a note in the log that
"Default Strategy 'Bearengulfstrategyexecutionmethod/114873690': A BuyToCover stop order placed at '21.06.2016 09:45:00' has been ignored since the stop price is less than or equal to the close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy."
Is there an explanation for this behaviour?
Cheers,
slimwin
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