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Thanks Dennis and Mike for your helpful responses.
When you place a trade, things are fast and furious. It is probably too
much typing to apply a system and set the inputs (direction, price, time,
etc.). Are there any DLLs out there that could pop up a window to allow you
to enter your fill so that EL would be able to retrieve these parameters
from the DLL?
Another problem related to this: It doesn't look like EL systems can be
"updated every tick". I would like to have my exit strategy look at tick
data. Is that possible? Perhaps I could put up Data2 as a tick data chart
and reference it, but will the system applied to Data1 look at Data2 every
tick, even though it is not "update every tick" itself?
Bob Stevens
>>> At 12:59 PM 11/2/98 -0800, you wrote:
>>> I would like to test this exit strategy (and others) during live
intraday
>>> trading. A question: How can I tell a TS System that I entered a
position
>>> Long at $105.00 at 2:14PM, so the System would indicate the actual
position
>>> entry on the chart, then apply and plot the exit strategy from that
point
>>> forward on the chart?
>>
>>input: ent_date(981102), ent_time(1414), buy_sell("buy");
>>
>>if date = ent_date and time = ent_time then begin
>> if buy_sell = "buy" then buy else
>> if buy_sell = "sell" then sell;
>>end;
>>
>>--
>> Dennis
>This kind of thing is one of the troubles with TS that causes people to
look elsewhere for >trading software.
>You'd think it should be easy to say I bought at a particular time at a
particular price. Well, >guess what - it isn't.
>With great respect to Dennis, the code above only partially addresses the
problem. First of all, >you'd have to be running on a 1 minute chart to get
the time of 1414 to match any bar's time and >generate the signal. Second,
there's no provision for specifying price, since the buy and sell >signals
will act on the close of that bar. You'll get whatever price the close is,
rather than >the desired $105.00. Perhaps it's a small error, but on bigger
bars, it can be a real pain.
>Mike Gossland
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