SQX137 Final, Stockpicker, If using SL, SQX is skipping a lot of trades

Hi,

 I found a serious bug in SQX Stockpicker in the strategy is using SL.

 I noticed the problem during my comparison of live trading vs. SQX Backtest.

PROBLEM:

SQX is skipping a lot of trades (about 50%)  informing (not correctly) in the log, by such signals that SL/TP was hit during the day.

Please follow these steps to find this case:

1. My strategy is using 1 ATR for SL and 3 ATR for PT (scr of strategy rules).
   
   
2.  In the SQX log (attached) I see a clear message "Order with symbol ZS.D was closed on SL/PT during the day, cannot open a new position on Open."
   SQX has not registered any trade for this ticker this day.
   
   

3. In reality, the trade existed, SL was placed OK (1 ATR), and SL hit was OK two days after. I visualized this trade on the Trading View Screen.
   
   

4. In my Alpaca paper trading account, I have ~2x more trades in this strategy than in the backtest in the same period (74 AC vs 41 SQX) which confirms that SQX is skipping large part of trades. 
   
   

5. In the SQX Log, I see a lot of situations "Order with symbol ZS.D was closed on SL/PT during the day, cannot open a new position on Open.", and trades are not registered - see the log file.
   
   

6. I have many other cases from my comparison to test from 01.07 till 16.08 ("Comparision of trades" screen").
   
   

 This may be a continuation of this topic:

https://roadmap.strategyquant.com/tasks/sq4_010183

Best regards,

Michal