hi, found out in backtest result of an op. buying system that there's a loss of rs4800 , 3k, 2.3k n numerous losses like this in last 5 yrs data for 3 lots of banknifty .. n SL placed is only 15pnts (max loss shld hv been 675rs) .. so this must be while squaring off position if price jumps from high to low (cannot be fr any other reason) .. cn you pls clarify how its happening? is slippage alrdy included in d system?
