Where have I mistake ?
In your understanding about when orders execute (in backtrader and in real-life). Please read: Docs - Order Management and Execution
2018-10-01T13:15:00, Open: 0.00003940. High: 0.00003965. Low: 0.00003918. Close: 0.00003920 2018-10-01T13:15:00, Buy. Price: 0.00003920. Limit: 0.00003936. Stop: 0.00003904
You create an order at 13:15, which can first be executed with the next bar
@alexander-lifanov said in Limit order execution on high price on the next bar:
2018-10-01T13:20:00, Open: 0.00003933. High: 0.00003941. Low: 0.00003915. Close: 0.00003923
The next set of prices ...
2018-10-01T13:25:00, Open: 0.00003925. High: 0.00003927. Low: 0.00003910. Close: 0.00003911
Cannot match your Limit sell order because the price for it is 0.00003936 which is higher than the high
Just follow the logic and understand when and why your order executes.