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I'm backtesting with TS2000, so real-time considerations don't
apply to this question.
In my signal, I use a DLL so that I can see the next bar's OHLC. I
use this in determining my stop price. Because of this, I can tell if
my stop will be hit on the next bar and where it should be hit.
My question is this. If I can see that my stop will not be hit, should
I go ahead and even enter the order? I would think that if I only
enter the order when I know it will be hit, I could increase the speed
at which my strategy would be evaluated because these lines
would not have to be processed and orders evaluated by TS.
Would this increase performance?
Cash
"Buy Low, Sell High"
(If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )
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