Circles colored by condition do not always show the right color compared to the close price of symbols on chart

Question

Circles colored by condition built on the close value of 3 symbols do not always show the right color compared to the close prices of the same symbols when added to the chart. Can you please advice what the problem is ? Here is the code:

// This source code is subject to the terms of the Mozilla Public License 2.0 at 
https://mozilla.org/MPL/2.0/
// © avirub

//@version=4
study(title = "vix position", shorttitle="vix position")

s1=security("CBOE:VIX9D", "120", close[1], barmerge.gaps_off, barmerge.lookahead_on)
s2=security("CBOE:VIX", "120", close[1], barmerge.gaps_off, barmerge.lookahead_on)
s3=security("CBOE:VIX3M", "120", close[1], barmerge.gaps_off, barmerge.lookahead_on)
s4=security("CBOE:VIXN", "120", close[1], barmerge.gaps_off, barmerge.lookahead_on)

_s1= (s1<s2) and (s2 < s3)   //ok    
_s2= (s1>s2) and (s1<s3 )  //yellow
_s3= (s1>s3) and (s2<s3 )  //orange
_s4= (s1>s3) and (s2>s3 )  //red


plotshape(_s1, style=shape.circle,location=location.bottom,color=color.lime)
plotshape(_s2, style=shape.circle,location=location.bottom,color=color.yellow)
plotshape(_s3, style=shape.circle,location=location.bottom,color=color.orange)
plotshape(_s4, style=shape.circle,location=location.bottom,color=color.red)