SETUP
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ATR-based stop, 20 pips from entry
Strategy intent
Broker execution
Entry
1.0870
Stop loss
20 pips from entry
ATR-based volatility buffer
Actual fill
3 pips higher
1.0873 instead of 1.0870
Bridge sends
Pre-calculated price
1.0850 (computed from intended entry)
Actual distance from fill
17 pips, not 20
1.0873 to 1.0850 = 17 pips