I'm seeing some very weird behavior (with very simple code) with a strategy giving impossible fills.
I've tried different timeframes (ticks/minutes/etc)
It tends to only happen when using CrossAbove or CrossBelow
Any idea what's going on? It's not even entering on crosses sometimes - not to mention the fill price
////for brevity - in OnStateChange under State == State.DataLoaded ema21 = EMA(Close, 21); //OnBarUpdate() if (CrossAbove(Close, ema21, 1)) { EnterLong(2, "Long"); }
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