VV Default7/13/2009 bad fill price 40.97 OHLC: 39.99 40.84 39.68 40.83
Is this behavior expected? I did not expect to get a price out of the range of the next bar.
I have tried using Liberal Fill and changing the session template to US Equities RTH, but the behavior does not change.
The differences substantially change the results of my backtest.
I would appreciate any information you can give me.
Thanks
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