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In and out the same day



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Hi, Tomasz and All,

Is it possible to get in and out of the market the same day?

For example,

Day 0: Signal day, H = 10, L = 9, 
long stop order: 10.1, loss stop: 8.9
Both orders placed at night before market open.
Day 1: H = 10.5, L = 8.5

Regardless H or L comes first, both orders would be executed, so at 
the end of the Day 1, I would come out flat.

In using exploration, it seems to me that there has to be at least 
ONE (1) day between in and exit.

Please clarify for me. Thanks.

Thomas