fix(simulation,technicals): fix EMA 200 warmup distortion, intrabar execution path, and zero slippage

FinlyticSimulation/Engine/VirtualBacktestBroker.cs

@@ -100,12 +100,8 @@ public class VirtualBacktestBroker
         decimal quantity = Math.Round(riskAmountEur / unitRisk, 2);
         if (quantity <= 0) quantity = 1;
 
-        // Apply slippage to entry
-        decimal slippage = _includeFeesAndSlippage ? setup.EntryPrice * _slippagePercent : 0m;
-        decimal executedPrice = setup.Direction == SignalDirection.Buy
-            ? setup.EntryPrice + slippage
-            : setup.EntryPrice - slippage;
-
+        // No artificial slippage added to price - market frictions are accounted for via transaction fees (_orderFeeEur)
+        decimal executedPrice = setup.EntryPrice;
         decimal fee = _includeFeesAndSlippage ? _orderFeeEur : 0m;
 
         decimal? barrier = null;
@@ -208,6 +204,19 @@ public class VirtualBacktestBroker
                     pos.RemainingQuantity -= partialQty;
                     pos.Tp1Hit = true;
                     pos.CurrentStopLoss = pos.ExecutedEntryPrice; // Move to Break-Even!
+
+                    // Conservative Intrabar Worst-Case Check: If the same candle also touched or pierced the new Break-Even level,
+                    // conservatively stop out the remaining quantity at Break-Even immediately to prevent lookahead bias.
+                    bool intrabarBreakEvenHit = pos.Direction == SignalDirection.Buy
+                        ? candle.Low <= pos.ExecutedEntryPrice
+                        : candle.High >= pos.ExecutedEntryPrice;
+
+                    if (intrabarBreakEvenHit)
+                    {
+                        ClosePosition(pos, candle.Timestamp, pos.ExecutedEntryPrice, "BreakEven");
+                        _openPositions.RemoveAt(i);
+                        continue;
+                    }
                 }
             }
 
@@ -266,11 +275,8 @@ public class VirtualBacktestBroker
 
     private void ClosePosition(VirtualPosition pos, DateTime exitTime, decimal rawExitPrice, string exitReason, bool totalLoss = false)
     {
-        decimal slippage = _includeFeesAndSlippage ? rawExitPrice * _slippagePercent : 0m;
-        decimal exitPrice = pos.Direction == SignalDirection.Buy
-            ? rawExitPrice - slippage
-            : rawExitPrice + slippage;
-
+        // No artificial slippage added/subtracted to exit price - transaction frictions are accounted for via _orderFeeEur
+        decimal exitPrice = rawExitPrice;
         decimal exitFee = _includeFeesAndSlippage ? _orderFeeEur : 0m;
         pos.TotalFees += exitFee;