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I have a system that uses the "open next bar" reference. Problem is I can't
figure when it's supposed to generate orders. In this case it was an order
to exit on a stop - not having anything to do with the open price.
Monday night I checked the orders - there was no exit signal indicated.
Tuesday morning TS went "beep" just as the market opened. I saw the system
had exited the position. But I never saw the order! Did the order appear on
the open and then just as quickly get filled?
Is there a good way to get it to generate orders a bit earlier?
Thanks,
Phil
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