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In a message dated 02/24/2000 11:02:30 PM Pacific Standard Time,
bnm03@xxxxxxx writes:
<< This time I'm having a hard time
rationalizing the logic behind the way TS4 fills Limit orders in EL. Maybe
someone on this list knows what's going on and can enlighten me or at least
confirm that TS4 is messed up. Here's what's happening:
Take a 5 minute chart of your favorite NASDAWG stock. Any stock will do.
Then place limit orders to buy the low of L[0] + 1/6 above. So the EL
statement would look something like this (assuming all vars are defined,
etc.)
buyPrc = L + 0.0625
Buy ("B1") At buyPrc Limit; >>
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