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----- Message d'origine -----
De : hans esser <he96@xxxxxxxxxxxxxx>
> >
> > More the exit that disappeared was on the low of the daily bar.
>
>
> NO - it was NEAR, but not the low ! the EXIT was 126770 (as said) and the
> low 126650 (as said) - there was NO EFFECT by this !
>
OK.
Just guessing...
>
> HEY GREAT :-))....so its not the "SYSTEM REPORT" (® OR) any more but
> the "SYSTEM GUESSING REPORT" (® ZeBrA)
This should not occur with TS2000i, able to test to the tick level
> PO ecrit:
> > Probably true if the entry was on the same bar than the exit, but I do not
> > remember if it was the case here.
>
> come on Pierre, you have all details - somehow noone seems to be able to
> read mails when a REAL problem is there ! Sure it was on the same bar !
So, if it was on the same bar, due to the fact that after the morning update, the
daily database has been modified, TS4 uses the OHLC sequence of the daily bar, and is
unable to knowwhen the entry occurend and when the exit occured too from these information
( bouncing ticks appoximation should apply here I suppose ).
This is a limitation of TS4 due to the unalbility to read ticks inside the bar hence the order of ticks
Also the reason why entry exits on the same bars cannpt be backtested with TS4 unless you use
intraday bars to build wider compression.
Nothing new under the sun.
I feel that you need a TS2000i upgrade.
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
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