Positions open and close in weird places

I've written an Indicator and a Robot that try doing the same thing.

The indicator simulates a trading session as if it was a robot, so I can see easily in the screen what would be the result, where is each trade, where each StopOrder would be set, be cancelled, or where the positions would open and close, and the profit generated in the end.

I then use the same algorithm in the robot so to apply in real life. 

The problem is that the results in the robot are totally different from the indicator.

Analysing further the trades generated by the robot, I can see that many orders are opened way above the high of a candle (how is that even possible?), many positions are closed way below the stop losses, pending orders are filled in positions different than the target.

Look the red lines (generated by ctrader on a loss) in the picture below, the position was opened where there wasn't even candle.

The stop loss was in the level of the orange line at 06:10, more or less on 21550.00, but the position was only closed way below it, near 21510.00.