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Limit Orders in backtesting unrealistic on tradestation


  • To: "Omega List" <omega-list@xxxxxxxxxx>
  • Subject: Limit Orders in backtesting unrealistic on tradestation
  • From: "John Niem Jr" <djnj@xxxxxxxxxxxx>
  • Date: Sat, 29 May 1999 12:44:22 -0400 (EDT)

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It appears that the back-testing of my signals that involve LIMIT orders are
often "FILLED" when it reached the price on the bar although it hasn't gone
THROUGH it.  This is unrealistic as I may not be getting a fill in real
life.  Is there anyway to make Tradestation to only give a fill when the
price action moves THOUGH the limit price intead of just TOUCHING it?