davidwtdavidwt 2005.10.26 07:11 

First, I want to thank you for including the input parameters in the Strategy Tester Report. A very much welcomed improvement.

I am seeing buy orders being allowed to close about 10 pips above the bar's high (the bar that contains the closing time of the order). Many of these occur when the market doesn't ever reach the closing price within several bars on either side of the closing time. The pip spread of the currency this is being tested on has a 2 pip spread (hence it's not the spread as the issue). I don't ever see the sell orders being closed below any bars; its only buy orders being closed far above the bars/market.