Hello,
I was doing backtesting for a strategy in streak. I noticed that the data is incorrect and I was exited incorrectly. Please check the following image. The entry condition is correct but the exit condition is flawed. The price was not 246.40 at 10:55. The open was 247.40, the low was 242.05 the high was 257.95 and the close was 255.40 and yet it exited at 246.40? Why did this happen? Can someone explain?
Thanks
Sachin