EnterLongLimit+ExitLongLimit+ExitLongStop problem

[Argo1]

Josh,
On 2008-07-23, there is 1-day bar with: low price=213.47 and high=215.88.
So, MyStopLong order created that day with stop price=213.23 should not be filled that day. Because of: low price > stop price.
Am I right?

[NinjaTrader_JoshP]

You were filled at 213.23. If you were filled it means your stop was triggered by data one way or another at some point in time after the order was submitted.

[Argo1]

I understand this behavior. But on 7/23 there wasn't that price. 213.23 is on 7/24 not on 7/23 but logs tells that this filling is on 7/23. This is strange. If fill was on 7/24 then everything would be ok.

[NinjaTrader_JoshP]

Argo1,

You need to print the actual prices. If it got filled the price was triggered somewhere. You just need to find where.

[Argo1]

Josh,
I'm backtesting with 1 day bars, not intraday. For each day there is only one low price and one high price. Where should I find price that triggered stop order on 7/23? There is no possibility.
As in my post #12, on "Executions" tab of Strategy Analyzer this stop order is executed on 7/24 - and this is OK. On "Trades" tab field "Exit time" is 7/24 - OK.
So why in logs this order was filled on 7/23 not 7/24?

[NinjaTrader_JoshP]

Print everything out as determined by the code and not what you are visually seeing.

[Argo1]

I will do that.
But please answer me for my question from post #16 - simple: yes or no?

[NinjaTrader_JoshP]

Can't answer you without complete information as seen by the strategy, with price, order submission times, everything.