the last print lied to me for years and i never checked

Read that research piece here about the last traded price not being a price you can actually get filled at, and it dug up an old bruise. Back in my clerk days we all knew the tape was history, not an offer. Somewhere in the last twenty years I got lazy and started letting my scripts treat "last" as gospel because it was the field that was always there in the feed. Every backtest I ever built, every alert threshold, every stop distance, all keyed off a number that by definition already happened and may have happened in a book that no longer exists. What got me about the writeup was the part where they went hunting for a bug in their own data and came back with none. They flagged rows where the last sat outside the quoted bid and ask, and a flat percentage tolerance made it look like a real mess. Then they scaled the tolerance to each symbol's own spread and the mess mostly evaporated. Most of what was left was symbols that hadn't traded that session at all, so the "last" was just an old ghost sitting there looking current. What survived that had ordinary explanations too. So my question to the room, and I mean this practically, not philosophically. Two things: 1) In your own automation, what do you actually feed your entry logic? Last, mid, or the side you'd have to cross? I've started moving to the crossing side for anything I'd be a taker on, and my expectancy on paper got noticeably worse, which I suspect means it got honest. 2) Do you scale any of your own filters to the instrument's typical spread rather than a flat percent? I have a flat percentage gap filter in one of my screens that's been there since forever, and after reading that piece I'm fairly sure it's been quietly throwing away wide-spread names for no reason other than they're wide. The thing that keeps rattling around my skull is that a flat rule doesn't just miss things, it misclassifies them in a way that looks like a data problem. Spent a week of my life once chasing a "feed error" that was a thin name with a spread you could park a truck in. Stay humble.