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I noticed a similar thing when I upgraded to TS4 - 21 -- inability to change
the big point values for various indices (Signal) Never pursued figuring it
out.
Chris
-----Original Message-----
From: Gary Fritz <fritz@xxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Friday, June 25, 1999 1:08 PM
Subject: Stops entering/exiting on wrong price?
This problem has been driving me crazy for weeks now, and I can't
figure out what might be causing it.
I have a system I run on the NDX (using TS4 build 21). It enters and
exits on stops. I have printed out the values of the stops, and I
compare those to the actual entry/exit prices.
The system enters & exits at a price CLOSE to my stop value, but not
ON it, even though it should have. For example, let's say I'm short
and my stop is at 2206.81. On the exit bar, O=2198.78 and H=2208.63.
Given that this is NDX, with a min move of 0.01, I would expect the
system to exit exactly at my price of 2206.81. (And if I remember
correctly, it *used* to.) But now the system exits at 2207.50 !!
*ALL* stop exits round to multiples of 0.25 -- and not even the
NEAREST 0.25!!
NDX does support a minmove of 0.01. If I enter/exit on the Close, I
see values like 2205.14, 2056.76, etc.
As far as I've seen, this *ONLY* happens on the NDX. I can run the
same system on SPX and it works just fine. My Symbol Universe says
NDX has a PriceScale of 1/100 and a Min Movement of 1.00.
Coincidentally (??), the Big Point value is also screwed up on my
NDX. I've set it to $100 to simulate the value of the ND contract,
but it didn't "take." I set SPX to $250 and it works just fine, but
NDX trades as if it had a Big Point of $1.
Any guesses what is wrong with my NDX symbol, and how I might fix it??
Thanks,
Gary
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