I´m backtesting my strategy and don´t know why I have this problem:
I´m using 5min chart. When I open position and the same bar have long range, so this bar is over my SL, it gets me out on the same bar as I´ve entered. Sounds confusing, so I give you example:
The 5min bar open at 100$ and close at 90$. I open a short position at 95$ with 5$ stop loss. Price is going down to 90$ and next 5min bar opens at 90$ and I´m still at market in 5$ profit. BUT, backtest calculated it as lose, because I´ve entered at 95$ and SL gets me out on same bar at 100$. So it looks, it doesn´t calculate minute bars, which shows how price during 5 min moves (in this case still down, not up as it calculated).
Is it normal, or I have something wrong? Thanks a lot.
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