Does a one-minute bar tell you whether the high or the low came first?

[Shadow Trader]

It does not, and that single missing fact quietly decides a lot of scalping results. A bar stores four numbers: open, high, low, close. The sequence between them is gone. Price might have run up to the high and then dumped to the low, or dumped first and then squeezed up. Both produce the exact same candle.

For a scalp with a tight target and a tight stop sitting inside the same bar's range, that order is the whole trade. If the target is 4 pips above entry and the stop is 4 pips below, and the bar touched both, the bar data alone cannot say which one got hit. A tester has to guess, and every guess carries a bias. Assume the favorable side first and the equity curve gets prettier than anything live trading will deliver. Assume the unfavorable side first and a decent edge can look dead.

The problem grows as the stop and target shrink relative to the bar's range. On a quiet bar it barely matters. On a news bar or a London open bar, where ranges are wide, it matters constantly. Those are also the bars where scalpers tend to be most active.

Some people check how many of their simulated trades involve a bar where both levels were inside the range. That share is a rough gauge of how much of the result rests on a coin flip rather than on data.

Has anyone counted how many of their backtested trades land on ambiguous bars, and did the number surprise you?