Hi
It seems that Supertrend Stratergy is not working correctly as expected as it will consider candle high or low also even it candle close is mentioned in condition for supertrend cross over.
Example: in BNF option condition is for supertrend cross over with spot BNF for candle close.
Suppose there is CE buy happens as per entry condition after cross over after 4-5 candle if low of any candle toches or goes below buy supertrend then exit will happens even though candle close for same candle happens above buy supertrend. This is exit condition which tells exit should happen id siupertrend cross over happen only after close of candle is not met.