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As an experiment, I am running the Enhanced System Tester. I am using
PS Cycle Progression on MSFT (10/2/04 to 10/26/04 EOD). If I run with
the "Realistic Market Prices" (in the Trade Execution screen) box
checked (Open, Open, Open, Open, 1), I get a certain equity curve.
Now if I uncheck "Realistic Market Prices" I get a very different
equity curve even though I leave the parameters unchanged (Open,
Open, Open, Open, 1). This is quite troubling. Can someone please
explain this to me?
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