I have a situation here that I can't still understand quite well, cause for sure it has to do with transmission order's velocity and the filling process when the Script is in "live" trading. This issue doesn't occur in backtest.
As you can see in the chart attached, there's a a very short time-frame range bar chart, there you could see the following example about what I mean:
At 7:15:39 the system opened a short position, holding it until 7:16:41, when a new bar is created, opening at 1.35885 and the system triggered correctly a BUY order to cover. As you can see in the chart despite the open of the new bar is at 1.35885 , the BUY order is filled upper, at 1.3589
I'd like to know why does this happen, and what could I do in order to prevent it or minimizing it ?
Thanks
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