Sell order occurred with the price never existed.

With equity TQQQ

  1. stockPicked = self.AddEquity("TQQQ", Resolution.Minute)
  2. stockPicked.SetDataNormalizationMode(DataNormalizationMode.Adjusted)
  3. self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)
  4. def OnData(self, data: Slice):
  5. #....
  6. self.SetHoldings(self.stock, percentage= 1, liquidateExistingHoldings=False, tag= "bb=" + str(self.bb.LowerBand.Current.Value))

Backtest Order executed on 2021-11-23 11 am at $81.223 (This is lower than the lowest price on the date)
But, according to Trading view the lowest price on the date is $81.41

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235962_1682381636.jpg

Is this a bug? Or Did I configure something wrong?

Author

Terra Lim

April 2023