バックテスト時に注文や決済がされない時があります

前提

mql4で、D期間とK期間を引き延ばしたストキャスティクスの
メイン線とシグナル線がクロスした時に注文と決済を行うＥＡを作っているのですが、
線がクロスしているにもかかわらず注文や決済が行われていない時があります。
決済できてない時は暫くしてから再びクロスした時に決済されているので、何が間違えているのか分らない状態です。

該当のソースコード

mql4
1//+------------------------------------------------------------------+
2//|                                                  MALineCloss.mq4 |
3//|                        Copyright 2021, MetaQuotes Software Corp. |
4//|                                             https://www.mql5.com |
5//+------------------------------------------------------------------+
6#property copyright "Copyright 2021, MetaQuotes Software Corp."
7#property link      "https://www.mql5.com"
8#property version   "1.00"
9#property strict
10//--- input parameters
11input int DPeriod=25;
12input int KPeriod=75;
13input int Slow = 3;
14
15//--- parameters
16double Pips;
17int Slippage;
18int BuyTicket;
19int SellTicket;
20double lot = 0.1;
21int Magic = 0001;
22//+------------------------------------------------------------------+
23//| Expert initialization function                                   |
24//+------------------------------------------------------------------+
25int OnInit()
26  {
27//---
28   Pips = PipPoint(_Symbol);
29   Slippage = GetSlippage(_Symbol, 10);
30
31   for(int i=0; i<OrdersTotal(); i++)
32     {
33      if(OrderSelect(i, SELECT_BY_POS) &&
34         OrderSymbol() == _Symbol && OrderMagicNumber() == Magic)
35        {
36         if(OrderType() == OP_BUY)
37            BuyTicket = OrderTicket();
38         if(OrderType() == OP_SELL)
39            SellTicket = OrderTicket();
40        }
41     }
42//---
43   return(INIT_SUCCEEDED);
44  }
45//+------------------------------------------------------------------+
46//| Expert deinitialization function                                 |
47//+------------------------------------------------------------------+
48void OnDeinit(const int reason)
49  {
50//---
51
52  }
53//+------------------------------------------------------------------+
54//| Expert tick function                                             |
55//+------------------------------------------------------------------+
56void OnTick()
57  {
58//---
59   double MainStochastics0 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 0, 0);
60   double SignalStochastics0 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 1, 0);
61   double MainStochastics1 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 0, 1);
62   double SignalStochastics1 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 1, 1);
63   double MainStochastics2 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 0, 2);
64   double SignalStochastics2 = iStochastic(_Symbol, 0, KPeriod, DPeriod, Slow, 0, 0, 1, 2);
65
66   int BuyPos = 0;
67   int SellPos = 0;
68   if(OrderSelect(BuyTicket, SELECT_BY_TICKET) && OrderCloseTime() == 0)
69      if(OrderType() == OP_BUY)
70         BuyPos = 1;
71
72   if(OrderSelect(SellTicket, SELECT_BY_TICKET) && OrderCloseTime() == 0)
73      if(OrderType() == OP_SELL)
74         SellPos = 1;
75
76   if(MainStochastics0 >= SignalStochastics0 &&
77      MainStochastics1 < SignalStochastics1)
78     {
79      if(BuyPos == 0)
80         BuyTicket = OrderSend(_Symbol, OP_BUY, lot, Ask, Slippage, 0, 0, NULL, Magic, 0, clrYellow);
81     }
82
83   if(MainStochastics0 <= SignalStochastics0 &&
84      MainStochastics1 > SignalStochastics1)
85     {
86      if(SellPos == 0)
87         SellTicket = OrderSend(_Symbol, OP_SELL, lot, Bid, Slippage, 0, 0, NULL, Magic, 0, clrYellowGreen);
88     }
89
90   bool ret;
91   if(MainStochastics0 <= SignalStochastics0 &&
92      MainStochastics1 > SignalStochastics1)
93     {
94      if(BuyPos == 1)
95        {
96         ret = OrderClose(BuyTicket, OrderLots(), OrderClosePrice(), Slippage, clrAquamarine);
97         if(ret)
98            BuyPos = 0;
99        }
100     }
101
102   if(MainStochastics0 >= SignalStochastics0 &&
103      MainStochastics1 < SignalStochastics1)
104     {
105      if(SellPos == 1)
106        {
107         ret = OrderClose(SellTicket, OrderLots(), OrderClosePrice(), Slippage, clrAquamarine);
108         if(ret)
109            SellPos = 0;
110        }
111     }
112  }
113
114//+------------------------------------------------------------------+
115//|                                                                  |
116//+------------------------------------------------------------------+
117double PipPoint(string Currency)
118  {
119   double CalcPoint = 0;
120   int CalcDigits = (int)MarketInfo(Currency, MODE_DIGITS);
121   if(CalcDigits == 2 || CalcDigits == 3)
122      CalcPoint = 0.01;
123   else
124      if(CalcDigits == 4 || CalcDigits == 5)
125         CalcPoint = 0.0001;
126   return(CalcPoint);
127  }
128
129//+------------------------------------------------------------------+
130//|                                                                  |
131//+------------------------------------------------------------------+
132int GetSlippage(string Currency, int SlippagePips)
133  {
134   int CalcSlippage= 0;
135   int CalcDigits = (int)MarketInfo(Currency, MODE_DIGITS);
136   if(CalcDigits == 2 || CalcDigits == 4)
137      CalcSlippage = SlippagePips;
138   else
139      if(CalcDigits == 3 || CalcDigits == 5)
140         CalcSlippage = SlippagePips * 10;
141   return(CalcSlippage);
142  }
143//+------------------------------------------------------------------+
144
145//+------------------------------------------------------------------+
146
147