Sometimes SL are hit beyond the candle high. But the historical data API also do not capture such high. For e.g. Data: 14-Nov-2022 Instrument: BANKNIFTY 17th w NOV 42400 CE Execution time: 9:19:16 Execution price: 207.8 Candle high: 201.7
This creates big difference in backtesting the strategy. Is there any way out.