Sorry to hear that. Do you have variable spread in your account? What about the same bar in MT, what readings does it give in MT for 5:30?

According to the formulas FST shouldn't have opened a long trade.

micron = Data.InstrProperties.Point / 2d;

double basePrice = Configs.LongTradeLogicPrice == "Bid" ? Data.Bid    : Data.Ask;
double oldPrice  = Configs.LongTradeLogicPrice == "Bid" ? Data.OldBid : Data.OldAsk;

bool canOpenLong = (buyPrice > oldPrice  + micron && buyPrice < basePrice + micron) ||
                   (buyPrice > basePrice - micron && buyPrice < oldPrice  - micron);

Long entry is possible only when Current Bid or Previous Bid were less than 1.252175.

FST doesn't accumulate ticks in order to build bar's High and Low prices. Low price comes from the chart's Low. I'm not sure is it possible to have a bid tick below 1.25219 that was not recognized as a bar Low.

So what happened was the bid price may have reached the low price but it never actually traded there. As soon as FST saw the bid price at the level it place the buy order which was filled at the ask price which in this case was 1.25240.  Spread plus slippage 1.25240 - 1.25217 = 2.3 pips which would seem about right.

I suppose the recorded prices are traded prices rather than bid prices, maybe.

If that difference is >= 0.00002 you have your answer to your trade. Why chart price is not bid price is question to brokers, somehow it seems to be beneficial to them. But my opinion is  that price at 217 was quoted by broker, therefore it was tradeable price.

This is becoming more interesting. I have accounts with 2 brokers and I am running the same system on both. One broker didn't execute the trade, the other did. As you suggested Footon, I compared the actual bid price with the price on the chart. With one broker it is identical and the bid price is the same as the chart price, with the other the bid price is actually a constant 0.6 pips lower than the price on the chart, this is why my .2 pips difference was enough to trigger the trade.

The question I why the difference, the spreads look the same?

Is option "Show Ask Line" from Tools - Chart of MT4 menu activated? I'm not sure what it is doing, but it sounds to me that the chart should show Ask prices.

Ears ago some brokers were drawing middle price chart (Bid + Ask) / 2 instead of Bid charts.

I turned ask line on, it showed up, but still not near the real ask line.

I'll ask my broker.

And again we have to workaround brokers' pitfalls.

My first idea for a solution is to introduce a new option in
Trade Settings -> Long logic rule base price -> Close

The current default option value is "Bid". It means that when Bit price touches the entry level, FST sends an order.
"Close" option will check when Close price touches the entry level. Close price must be what MT4 sends for last chart value. The real deal will be executed at the actual trading prices.

Code for basePrice and oldPrice will be something like that:

double basePrice;
double oldPrice;

switch (Configs.LongTradeLogicPrice)
{
    case "Ask":
        basePrice = Data.Ask;
        oldPrice = Data.OldAsk;
        break;
    case "Close":
        basePrice = Data.Close[Bars-1];
        oldPrice  = Data.OldClose[Bars-1];
        break;
    default: // case "Bid":
        basePrice = Data.Bid;
        oldPrice = Data.OldBit;
        break;
}

Any comments?

I mean close price of current bar. MT4 shows the last tick price as bar close even if it is in the middle of the bar's time span. Normally Close = Bid but in your case Close = Bid  + Markup.

I already made a new version of FST with this features, but cannot test it properly since my broker doesn't use Markup. I'll publish the new version in Developers forum in minutes. Markup info will be available in the Market Info window.

Not a good idea I'm afraid as my markup went from 0.3 to 0.5, something tells me "the best" is yet to come...

Markup can be included in an indicator for FST. Its values are not collected in an array but the current value is available with the following code:

double Markup = Data.LastClose - Data.Bid; // As price. Ex. 0.00003

double Markup = Math.Round((Data.LastClose - Data.Bid) / Data.InstrProperties.Point); // As points. Ex. 3

Close option must be good for both directions. It fixes the markup issue. In English it sounds like that:
Enter long when last chart price touches or breaks through the indicator entry price. Actual order price is the broker's Bid for a short position and broker's Ask for a long position.

If there is no Markup, Bid = Close at any moment. (We have Bid charts.)
If broker uses Markup, Bid price is always below the chart's last price.

I think even to leave "Close" option to be the default one. It must work well in both cases.