That's where you don't wait until a bar is over to generate an order. For example, if you have the following prices over the course of a minute:
50.25, 50.24, 50.19, 50.20, 50.18, 50.10, 50.05, 49.95, 49.96, 50.10, 50.15, 50.20, 50.25, 50.35
And you had a sell at 50.20 followed with a buy at...