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You get into the "time-travel" problem here: how can you enter a trade and
be stopped out of the trade during the same price bar when all you know is
open-high-low-close? You know that open is before close, but how would you
know if high was before low? Or that your entry price happened before the
stop-loss price, not the other way around?
Ivo
> -----Original Message-----
> From: Philip Arnstein [mailto:shraga@xxxxxxxxxxxx]
> Sent: Monday, March 26, 2001 5:04 AM
> To: omega-list@xxxxxxxxxx
> Subject: TS 2000i strategy builder question
>
>
> Hello,
> I`ve included a stop loss signal in my strategy, but I
> noticed that many
> of the losing trades were way above that amount. Then I saw
> that TS was
> only looking at the stop loss at the next bar, not the same
> bar in which
> the trade was initiated. Any way to get stopped out even intrabar?
> "generate orders for next bar" didn`t make a difference...
> Thanks in advance...
> Philip
>
>
>
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