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Ok so the system I have has a price of 17.10 on closing on day 0. Now I want that same price the following day. But day 1 price opens at 18 dollars but dips to 16.90. The system takes the 16.90 number. How do you force the limit price to 17.10 on end of day info. If it did not come across this number of 17.10 and only went to 17.20, how do you force it to not make the trade. Kind of stuck with bad backtesting.
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