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TO: Fellow TS users
I am confused about how TS 4 executes buys & sells in a system, using
real-time intraday data.
Does it execute as soon as the system triggers a buy or sell, or does
it wait for the close of the bar. I am using 39 minute bars and notice
that executions seen to occur at the close of bars. If the condition
for a buy, for example, are met in the middle of the bar, will TS 4
"buy" then or wait for the close?
Thanks in advance.
Mike
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