Where do the entry prices come from?

[philippludwig]

So I am trying to understand backtesting.py by implementing my own version of the SMA strategy from the tutorial, with my own price data. I have loaded my data successfully and now I am trying to apply a simple stop/limit strategy, with stop and limit each set to 5 pips.

However, when I look at the data, I see weird entry prices. For example, a trade is opened at Bar 32 at Price 1.371305, but Low/High is 1.37124 – 1.37136, so the EntryPrice is out of the range of that bar. How does that happen?

Note that the next bar (where the position is closed) has the range 1.37108 – 1.37124, so it’s still above the EntryPrice.

I have seen that commission affects entry prices, so I have set that to 0. The numbers above are with commission=0.

[philippludwig]

Nevermind, it was because of some live processing with the data that was going on. I was too tired yesterday.