The second:
In my case I believe this is causing orders to trade through stop losses in the first bar of the trade. Specifically I have a script which trades on the 15m, and loads the 1m because the order of events is important. I'm entering with limit orders, so knowing which happened first, entering or hitting the stop, is critical to the accuracy of results. In the past I've had some luck using Exit methods (ExitLongLimit etc.) additional accuracy, but that shouldn't be necessary here. Is this a known bug, what's the work around?
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