I am backtesting a strategy and for some reason my trades are not opening at the Open Price and instead are opening at the Low price of the buy day and closing at the high price of the sell day.
I have shown my backtest screen shot here and the easiest way is to look at the last 2 symbols and you will see what I am saying.
Also here is a snippet from my code.
SetTradeDelays(1,1,0,0); BuyPrice = ValueWhen(Buy, O); SellPrice = ValueWhen(Sell, O);
Any help would be greatly appreciated