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Try using tick data or a shorter time frame than what you are currently
using, and coding the longer time frame bar data (OHLC) within the
system. A bit messy but can work. Also have to wait for TS2000 or TL
to do more than 13000 ticks.
Peter
Gary Fritz wrote:
>
> "William Vedder, Jr" <bved01@xxxxxxx> wrote:
> > This is the crux of the biscuit:
>
> It's the apostrophe! (Apologies to non-Zappa fans :-)
>
> > How do I write an exit statement in EL that will take effect on
> > the same bar as the entry statement? or maybe the question should
> > be CAN I...?
>
> I think the only way you could do it is to issue the exit stop on the
> bar BEFORE you enter. I'm not at all sure that's possible.
>
> In any case, you *shouldn't* do it. You don't know what order the
> prices were hit in that bar. The stop price might have been hit
> before your entry, or after it. (Unless you're entering on the open,
> of course.) If you enter by a stop, and then exit by a stop on the
> same bar, you don't know if the entry price or the exit price was hit
> first. Any results you got from such a system would be utterly
> unpredictable and useless for real trading.
>
> Gary
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