So, the applicable rule is:
Long OrderDelay. max of Entry and tick mid price.
It is obvious however in the first 2 of my examples that this rule isnt' followed:
[165: Wed 21-01-13 00:00c] -2.74 0 1/3 1.22061/1.22104\1.22025/1.22094 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 59.9 at 00:00:00
(EUR/USD::L) Long 1@1.22064 Entry limit
time= 0 1.22061 1.22104 1.22025 1.22094
time= 1 1.22094 1.22102 1.22094 .22102
[EUR/USD::L16602] Long 1@1.22094 x at 00:01:00
[151: Tue 21-01-12 10:00] 1.21527/1.21797\1.21509/1.21624 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 60.0 at 10:00:00
(EUR/USD::L) Long 1@1.21594 Entry limit
time= 1000 1.21527 1.21797 1.21509 1.21624
time= 1001 1.21624 1.21636 1.21614 1.21629
[EUR/USD::L15202] Long 1@1.21619 x at 10:01:00
However you calculate the mid-price - (O+H+L+C)/4 or (H+L+C)/3 or (H+L)/2 - the fill price is overly optimistic.
