Entry price

["Klinchik, Vitali" <VKlinchik@xxxxxxxxxxxxx>]

While building system based on a weekly bars, which tested well, 
I wanted to optimize my exits based on a daily price behavor.
So I calculated my entry price by building syntetic weekly bars,
which was the same entry price as for actual weekly bars, but
the system performance was much worse.
When I looked at the Strategy performance report, I realized that 
actual entry price on both systems on some trades was different.
I was using stop orders.
Exits are the same on both systems.

Using ProSuite 2000i build 768 (sevice pack 4)

Could anybody expain to me, how actual entry is generated in TradeStation
and why there is such a difference in actual entry price between two
systems.

Here is an example:

     Trade      Calculated entry price		      Actual entry price
     type     Same for weekly and daily	               Weekly
Daily
     ------     --------------------------------
-----------               ----------
1.     L	       10.6250			 10.63		10.73
2.     S	       64.0630			 64.00
60.13
3.     S	       87.5630			 87.50		86.25
4.     S 	       92.1250			 92.13		90.06
5.     S	       99.8750			 99.88		96.44
6.     L 	       89.6880			 89.75		89.75
7.     L	       87.3130			 87.38		88.25


Thanks a lot.