Live Testing False Price Issue

[dpappyp]

I've been live testing a strategy the passed couple days and have a problem. Whenever a short position is closed and long position opened (they always happen together with this strategy) the price at which the short is closed and the long is opened is always at a non-existant inflated price. However, tt doesn't seem to do this when the long is closed and the short opened (again, always happening together). It can be off by as much as 22 pips, always higher than it should be, never lower. What's causing this?

Thanks,
Dan

[NinjaTrader_Bertrand]

Dan, your charts are running on the last price (normally bid in FX spot), thus realtime executions to buy would incorporate the bid / ask spread then, you can normally see this as fills 'outside' the bar.