I've written a strategy and it seems to be missing trades when I compare to what i expect to be there. On 2/12/2014 using 1 minute data in ES there should be a long trade that occurs. It is missing the strategy analyzer. I see the output that it enters the trade logic at the correct time, however there is no fill at 1799. Price trades all the way to 1798 several 1 minute bars later. Why does this occur? I've attached the strategy below
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