Long position enters at Ask price which could be higher than High by spread value.Originally Posted by ;
Long position enters at Ask price which could be higher than High by spread value.14:30:00 - 14:59:59 1.3535 - 1.3540 - 1.3530 - 1.3537
but once I run simulation I occasionally get a trade executed at 14:35:00 at 1.3542 that is over the High for the given period.
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