I have made a generic entry script that simply enters short based on a simple price action. No stop market order or limit order, just enter at the open of the next bar. Now, I am aware that open is rendered on the chart as the middle of the last bar but that is not issue. My issue is that the entry should be at the actual open which would be the close of the last bar I believe. However, it is nowhere close.
I have attached a photo that shows an entry (bottom arrow in the photo) that should enter upon close of the last bar (top arrow in the photo) and as you can see, it enters way further down. How is this possible? This is not random. It does very often. Many timne the entry is close to the close of the previous bar, but far too many times it is not. Heikin Ashi (and only on NT) is the only bar that varies this much from the rendered bar on an entry.
Please help me understand.

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