OHLC or OLHC, TS assumptions ?

[Fabrice Gras <f.gras@xxxxxxxxxx>]

Some help on the following question would be welcome;

When doing backtesting of trading systems in TS, the following assumptions
are made;

If H-O < O-L, TS assumes that the price followed this pattern; O->H->L->C

If H-O > O-L, TS assumes that the price followed this pattern; O->L->H->C

(plus the bouncing tick assumption).

Does anybody know what happened when H-O = O-L ? 

Regards,
Fabrice Gras.