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I think the best you could hope for without a look-ahead DLL is:
value1 = close of data2;
buy next bar at value1 limit;
In a multi-data chart, you can't access anything from the next bar
for any of the data items, even data1.
Cash
te sent: Fri, 31 Aug 2001 18:28:11 -0700 (PDT)
From: Max Pierson <maxpi_44@xxxxxxxxx>
To: omega-list@xxxxxxxxxx
Subject: EasyLanguage problem
> I want to backtest a strategy that uses both daily and
> intraday data, data1 and data2 respectively. In
> composing the entry signal, how do I have the strategy
> buy at the data2 value, say at the open of the next
> data2 bar or at the close of the current data2 bar?
>
>
> Thanks
>
> Max
>
"Buy Low, Sell High"
(If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )
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