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Would one of the TS Systems people be willing to take a shot at this dilemma?
In testing a TradeStation Trading System on a Daily Chart, I am telling TS
to Sell Short at or below a specific price if certain Entry Criteria is met--
Example:
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EntPrice = 79.625;
Sell Next Bar at EntPrice Stop;
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TS Enters the trade, but at 78.75, not at the specified 79.625
The stats on the Entry Bar are: Open=79.68, High=80.87, Low=78.12, Close=78.12
The Market traded below the specified Entry Price during the first 20
minutes of the Entry Day, then rallied and again reached the Entry Price
around mid-day then sold off to close at 78.12
The question is, where did TS get the 78.78 Entry Price and how is it
possible to tell TS to use the 79.625 Entry Price that a Broker would have
executed?
Thanks in advance for any insight on this.
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