Inccorrect execution trade prices in backtesting

[amit.kehat]

Hello,
I run backtesting on a data I downloaded using the IB API.
The data looks like this:

datetime,open,high,low,close,volume
2022-04-11 16:30:00,168.75,169.03,167.72,167.77,25499.41
2022-04-11 16:35:00,167.76,168.52,167.28,167.31,17522.58
2022-04-11 16:40:00,167.3,167.87,167.19,167.76,14410.43
2022-04-11 16:45:00,167.75,168.12,167.55,167.77,11796.48
2022-04-11 16:50:00,167.78,167.94,167.24,167.29,10563.56
2022-04-11 16:55:00,167.3,167.38,166.88,167.0,10632.27
2022-04-11 17:00:00,166.98,167.33,166.8,166.95,11671.17
2022-04-11 17:05:00,166.94,167.27,166.7,166.96,10099.4

From some reason that I don't understand, the entry and exit prices in the backtesting's trades and the data have a big missmatch.

Cerebro configuration:

data = bt.feeds.PandasData( dataname = historicalDataDF,
             fromdate = datetime.datetime(2021, 7, 9),
             todate = datetime.datetime(2022, 7, 8)
                            )

    cerebro = bt.Cerebro()
    cerebro.adddata(data)
    cerebro.addsizer(bt.sizers.PercentSizer, percents = 90) 
    cerebro.addwriter(bt.WriterFile, out = 'outputs/temp.csv', csv = True)              
    cerebro.broker.setcash(10000.0)
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    cerebro.addstrategy(HMAStrategy)
    cerebro.run()
    cerebro.plot(style='candlestick')
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

The commands of buy / sell in the strategy is pretty streight forward:

if enterLongCondition:
            self.buy(size=10, exectype=bt.Order.Limit, price=self.datas[0].close[0])
if enterShortCondition:
            self.sell(size=10, exectype=bt.Order.Limit, price=self.datas[0].close[0])

Some examples to show my problem:

1. First trade in the backtesting is short position @ $167.05 on 2022-04-18 16:55:00.
   The input data of this bar from the csv file:

2022-04-18 16:45:00,165.36,165.59,164.9,165.23,10051.64
2022-04-18 16:50:00,165.24,165.34,164.33,164.39,10852.86
2022-04-18 16:55:00,164.42,164.59,164.15,164.49,10548.83
2022-04-18 17:00:00,164.48,165.08,164.09,164.86,10931.75
2022-04-18 17:05:00,164.88,165.13,164.56,164.59,8418.83

The writter output data:

The OHLC of this bar, the bar before and the bar after has values around 164-165.
Also in the chart, I see the execution position far above the actual price:

Why the execution price is so different?

2. Next 2 trades in the backtest are buy order to close the first short trade @ $161.85 on 2022-04-19 16:30:00 and another short position @ 167.15 on 2022-04-19 16:40:00.
   The input data of this bar from the csv file:

2022-04-18 22:50:00,164.1,164.61,163.98,164.38,11467.36
2022-04-18 22:55:00,164.38,165.12,164.32,165.11,16132.13
2022-04-19 16:30:00,165.0,165.14,164.32,164.47,20037.18
2022-04-19 16:35:00,164.47,164.74,163.91,164.01,15490.55
2022-04-19 16:40:00,164.01,164.68,163.91,164.37,11028.66
2022-04-19 16:45:00,164.37,164.74,164.12,164.58,9502.68

The writter output data:

The OHLC of this bar, the bar before and the bar after has values around 164-165.
Also in the chart, I see the execution position far above and below the actual price:

I hope that I managed to show my issue and gave all the required information. If something is missing, please tell and I will add.
I saw some posts that related to similar issue, but I couldn't find any solution in any of them, so I post my own.

Thanks,
Amit