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Tomasz,Here is an example to clear my point :In AA we
have
Stoplevel = Open + 0.6 * Ref( H - L, -1 );Buy = High
>= StopLevel;BuyPrice = StopLevel; Sell=Ref(Buy,-3);// for
example
and in IB we have
Stoplevel = Open + 0.6 * Ref( H - L, -1 );Buy = High
>= StopLevel;BuyPrice = StopLevel;
Sell=Ref(Buy,-3);Plot(C,"C",1+6*Buy,64);Plot(STOPLEVEL,"STOPLEVEL",4,1);
On Sept29, point X, we have the red line STOPLEVEL=11.58,
H=11.65, consequently High>=StopLevel and this is a Buy signal.Since we
use EOD, we know the Buy signal AFTER the end of the session.We give to
our broker the order Buy at 11.58 for tomorrow, the Sept30.But, it is
impossible, since the highest Sept30 is 11.08.So, the order will not be
executed.On the other side, in the AA we see a buy arrow on Sept29 and [in
actual trades mode] a buy arrow on Sept30.
The same for Aug6, 2002, point Y
STOPLEVEL=12.06, H=12.62
It is a Buy, with BuyPrice 12.06.
But, the next bar range was [12.52,13.45]. What is the actual
price we buy on Aug7 ?In general, a buyprice given in advance may not
happen at all the next trading day, no matter if it appears in AA
results.
Here is the conflict, AA says we have an impossible trade for
tomorrow.Do I still miss something ?Dimitris
Tsokakis
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