You're 100% right, hereby the info you requested:
Open price of the bar: 78.724
ATR reading of the previous bar (in FST): 0,4541
The trade log follows, containing open price and SL; you'll see that I had just a SL of 7.2 pips (should have been 0,4541* 3,8 (multipl)=172.6 pips :
2012.08.14 23:35:34,MT4-FST Expert version 1.10 Loaded.
2012.08.14 23:35:34,Connection_ID=4, Protection_Min_Account=0, Protection_Max_StopLoss=0, Expert_Magic=20011023, Separate_SL_TP=1, Write_Log_File=1, TrailingStop_Moving_Step=0, FIFO_order=1
FST Request: Open a new position.
2012.08.15 00:44:31,USDJPY iargs[0]=1 iargs[1]=51 iargs[2]=0 iargs[3]=0 iargs[4]=0 dargs[0]=0.01000 dargs[1]=78.70000 dargs[2]=30.00000 dargs[3]=0.00000 dargs[4]=0.00000 TS0=0;BRE=0
2012.08.15 00:44:32,SendOrder OrderSend(USDJPY, 1, Lots=0.01, Price=78.70000, Slippage=51, StopLoss=0.00000, TakeProfit=0.00000, "ID = 4", Magic=20011023), Response=38209471, LastError=0
2012.08.15 00:44:32,OpenNewPosition SendOrder orderResponse=38209471
2012.08.15 00:44:33,ModifyPositionByTicket OrderModify(USDJPY, Ticket=38209471, Price=78.70000, StopLoss=78.77200, TakeProfit=0.00000) Response=1 LastError=0
2012.08.15 00:44:33,OpenNewPosition ModifyPositionByTicket orderResponse=1
2012.08.15 00:44:33,AggregatePosition Ticket=38209471, Type=Short, Time=00:44:32, OpenPrice=78.70000, Lots=0.01, Profit=-0.36, Commission=0.00, StopLoss=78.77200, TakeProfit=0.00000, "ID = 4"
Thanks again for your kind help.
lt