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Re: TESTING: Open, High, Low Problem



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> I've been testing a system for some time now independent of TradeStation
> utilising the skills of a programmer.  I'm using daily open high low
> close data but have run into a problem; once I get into a position, how,
> if the low on the day is below my stop (long trade) can I be sure I
> haven't been hit.  The obvious answer seems to be to assume the worst
> case and stop myself out, does anyone have any other suggestions?

You'd have to have your program also check a tick file (ex. 15-min bars).
Then your program could detect how the daily bar was constucted and when
your stop was hit. I can send you an ASCII tick file with 15-min bars if
you'd like. What symbol are you trading?
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--------------------- Doug Deming, IEC --------------------
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