Differences in market exit

Hello!

(A) If I use

      int ticket_short  = OrderSend(Symbol(),OP_SELL,lotsize,price,slippage,Ask + 0.001,Ask-0.001,comment,magicnumber,0);

for market entry

with stop loss Ask + 0.001 and take profit Ask -0.001 for market exit

I get as result:

(B) If I use

      int ticket_short  = OrderSend(Symbol(),OP_SELL,lotsize,price,slippage,0,0,comment,magicnumber,0);

for market entry WITHOUT stop loss and take profit

and for market exit

      for(int i=OrdersTotal()-1; i>=0; i--)
        {
         if(   OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == true
            && OrderSymbol()                            == Symbol()
            && OrderMagicNumber()                       == magicnumber
            &&  OrderType()                             == OP_SELL
           )
           {
            if (   Ask    >= OrderOpenPrice() + 0.001
                || Ask    <= OrderOpenPrice() - 0.001
               )
                OrderClose(OrderTicket(),OrderLots(),Ask,10,Red);
           }
         }

I get as result:

SAME:

In (A) and (B) market entries are at the same prices. Same trade logic for entry is used.

DIFFERENCE:

In (A) the market exit i filled every time exactly at the placed stop loss or take profit. In (B) it is filled when a tick with a qoute that fits the requirements for stop loss (quote equal or bigger) or for take profit (quote smaller or equal).

QUESTIONS:

Am I right with my explanation for the difference or did I miss something or have an error in coding?

If I am right,  I would consider (B) as more "live trading - like" than (A). Right?

If that is right too, the differences between (B) and live trading would be slippage?

If someone could help me out it would be great!

Kind regards.