s_i: On entry we normally use the last print. We record the price at the time of the alert, which could be more than once per second. We also look at the historical data, and sometimes we adjust the entry price. If the price is outside of the historical candle, we assume it was a bad print and we try to fix it.
One possibility is that he's seeing bad prints. Jamie {Our Director of Trader Education) says that the bad print filter is an absolute requirement for robot trading, and people should also use it in The Oddsmaker.
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