Pending orders near rollover can behave strangely

[Shadow Trader]

A stop or limit sitting close to the market at 5pm New York faces thin liquidity and a stretched spread. Triggers can occur on prices that exist only briefly, and fills can land well away from the order level.

An order that would never trigger in normal conditions can fire just because the spread widened. A buy limit sits below the ask, for example. If the ask drops briefly during the roll, or a sell stop triggers on a bid that dips for a second, the order fills at a price nobody saw on the chart.

Afterwards, the position is open at a level that makes no sense against the candle, and the trade log looks like an error.

The cleanest habit is cancelling pending orders before the roll window and putting them back afterwards. It takes thirty seconds and removes a whole category of problem.

Has an order ever triggered during the rollover for no visible reason?