Hello NT,

I have a strategy that is supposed to exit a trade immediately if the current bar's Open price meets a certain criteria. For some reason (when I backtest it in the Strategy Analyzer) the strategy exits the trade on the following bar and not on the current bar.

For example, let assume my strategy is supposed to exit immediately if a bar's open price is 1927.25. And lets assume two bars have just passed, with the first bar opening at 1927.25 and the second bar opening at 1927.50. This would cause my strategy to fill at 1927.50 instead of 1927.25.

Is this just the way the Strategy Analyzer works? Or is there a way to get the fill to happen at 1927.25?

Thanks,
P.S.
I have CalculateonBarClose set to False and am also using the FirstTickOfBar property, but it still does not work.