The reason of different result between SQ and MC

//------------------------ // Rule: Long entry - Orders Exits //------------------------ if(MarketPosition > 0) then begin // StopLoss SL = Round2Fraction(CurrentAsk - (3.0 * SQ_ATR(20)[1])); // Why using CurrentAsk here? Not Close, or High? SL = SQ_CorrectMinMaxSLPT(SL, MinimumSLPT, MaximumSLPT, true); Sell("LongSL") next bar at SL stop;           // ProfitTarget PT = Round2Fraction(CurrentAsk - (5.4 * SQ_ATR(20)[1])); // As long position, It's "price + 5.4*ATR" here, I think. PT = SQ_CorrectMinMaxSLPT(PT, MinimumSLPT, MaximumSLPT, false); Sell("LongPT") next bar at PT limit;             // Trailing Stop   PriceLevel = 2.6 * SQ_ATR(140)[1]; // Like PT setting, is it entryprice + 2.6*atr here? some bug in move 2 Be   If PriceLevel > 0 then begin     If CurrentBid - EntryPrice >= 0 and (SL = 0 or SL < PriceLevel) then begin         SL = PriceLevel;             Sell("LongTrailingStop") next bar at SL stop;         end;     end;                                           end;