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04-09-2010, 04:16 PM
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Junior Member
Join Date: Mar 2010
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Stop orders getting filled at bar lows and highs
When I run my backtest on 1 minute bars instead of getting fills at my limit entries the backtest has my orders filled at the high when long and the bottom when short. What trouble may cause this and does this represent my order sitting on the bid/offer and maybe not filling?
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