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I am trying to buy and sell on a stop and would like to assume I get filled at the stop price +/- 1 tick. I know I have seen this somewhere before, I searched the Users Guide but I cannot find it. It seems like the code used 1 tick or perhaps point value. Could someone please point me to the documentation. All entries and exits are on a stop so BuyPrice, ShortPrice, SellPrice, and CoverPrice should all look something like BuyPrice = Max (BuyUpper + 1 tick, Open). Thanks in advance for your help.
James
BuyUpper = HHV(Ref(H,-1), 15);
SellLower = LLV(Ref(L,-1), 15);
StopUpper = HHV(Ref(H,-1), 5);
StopLower = LLV(Ref(L,-1), 5);
Buy = Cross (High, BuyUpper);
Sell = Cross (StopLower, Low);
Short = Cross (SellLower, Low);
Cover = Cross (High, StopUpper);
BuyPrice = Max (BuyUpper, Open);
ShortPrice = Min (SellLower, Open);
SellPrice = Min (StopLower, Open);
CoverPrice = Max (StopUpper, Open);
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