Here is a hypothetical scenario:
I enter a trade at 1.00000 with a stop loss and take profit of 0.5 pips on a close of a 1 minute bar. The next 1 minute bar has a high of 1.00008 and a low of 0.99992 with a close of 1.00003. In this scenario the price has clearly moved over 0.5 pips in both directions from the entry price but since we dont have data within the minute we dont know which came first and it could be either a winning or a loosing trade. How does zorro backtest handle this?? Does it ignore high and low and just use close for closing the trade?
For the purpose of hypothetical scenario assume spread is 0.