Limit Orders Filling before price is touched on backtest

[JGriff5646]

Hi, I have made a strategy that implements different long and short limit orders. However, in backtesting they are not filling at the correct prices. For example, in a backtest if I have a short limit order at 5210, the order fills at 5214. The price never went below 5214. I have put in print statements to make sure it is placing the limit orders at the correct points and it is. I'm not sure why this is happening.

[JGriff5646]

8.1.2.1 64-bit
MES 06-24
5 minute
I have tried filled on touch enabled and disabled.
I am using OnEachTick and have tried OnBarClose

Here's some logic from the code. This part is supposed to place a short limit order at a 10s place value above the VWAP. It is also supposed to adjust the limit order if the conditions have changed.

double vwapValue = vwap.VWAP[0];
double upperTensPlace = Math.Ceiling(vwapValue / 10) * 10;

if (Open[0] > upperTensPlace && (shortLimitOrder == null || shortLimitOrder.LimitPrice != upperTensPlace))
{
CancelOrder(shortLimitOrder);
shortLimitOrder = EnterShortLimit(0, upperTensPlace, "ShortLimitVWAP");
SetProfitTarget("ShortLimitVWAP", CalculationMode.Ticks, ProfitTicks);
SetStopLoss("ShortLimitVWAP", CalculationMode.Ticks, StopLossTicks, false);
Print($"Short limit order placed at {upperTensPlace}");
}

The print statements I have now tell me the proper vwap price, open price, and limit order price in the output window. Just the orders don't seem to fill right on the backtests
I'll try adding your suggestions to see if anything is wrong