Strategy Test Logic Problem

[Forex Trader]

When running optimization on previous data using Open prices only (fastest method to analyze the bar just completed) mode, function such as

OrderSend(Symbol(), OP_BUY, 1, Ask, 3, Ask - 25 * Point, Ask + 25 * Point, "", 0, 0, Green);

when the Low price is lower than StopLose, and High price is higher than TakeProfit on the same bar. The position will be always closed out as t/p, ie: treated as winning position.

However, in real trading, the price movement may hit the StopLose earlier than TakeProfit, ie: the position is stopped out before taking profit.

[Forex Trader]

for that reason exists the every point method.

[Forex Trader]

Even in the every point method, it is still no way to tell, whether price hit the High or the Low first. ie, there is no way to tell whether the position has been tp or sl first in the same bar.