I am used to Wealth-Script, longer time frames and limit orders where there is no slippage. It troubles me to see that the fills are sometimes outside my limit as defined by the bands of the previous bar. I would very much prefer that the trade was not filled if there were insufficient volume rather than be slightly outside of my limit.
Is this more likely something I am doing wrong with my code or my misunderstanding of the real life application of limits. Is there a way to minimize or avoid this problem?
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