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What I had to do was change the minimum move of
each of my stocks in each stock's setting tab.
Thanks. After i sent the message off yesertday i tried this too. it still
didn't work but i'm hopeful that TS will wake up and smell the roses
eventually and recognize price orders less than .125 without rounding.
> -----Original Message-----
> From: Jimmy56@xxxxxxx [mailto:Jimmy56@xxxxxxx]
> Sent: Friday, February 25, 2000 12:15 AM
> To: omega-list@xxxxxxxxxx
> Subject: Re: More EL Mystery...
>
>
> 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; >>
>
> I had a similar problem that was discussed a couple weeks ago on
> the group.
> My orders were buy stops where I was buying end of day at the
> High plus .125,
> but TS 4 was first rounding the high up to the nearest 8th and only then
> adding the additional 1/8th. What I had to do was change the
> minimum move of
> each of my stocks in each stock's setting tab. Change the
> minimum from 125
> (which is 1/8th) to 625 (which is 1/16th) and then change the price scale
> from 1/1000 to 1/10000.
> See if that works.
> I'm still trying to understand how TS 4 fills its sell stop exit
> orders. I'm
> using Average True Range multiples to exit and TS is doing some weird
> rounding up and down that I haven't figured out yet. Anyone know
> anything
> about that?
> Jim
>
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