I am backtesting some strategies using 1 tick high resolution historical fill processing.
For whatever the reason, it doesn´t work properly. Sometimes, stop loss doesnt work or orders that should be stopped, ends in profit.
When I replay the strategy, it works perfectly and the result doesn´t match the backtest result.
I am attaching an image showing some examples. The first trade is stopped properly, but the second one that should be stopped, ends in profit.
Regards
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