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> Ah Rats! I fugured that there would be a way to say that if there
> was already a trade on this bar don't make another trade until the
> next bar.
You can't. If both order prices fall within the same bar, and all
you know is OHLC (which is all TS4 knows, even if the bar was built
from tick data), then you have NO WAY to determine which one would
have happened first. So it's not possible to correctly determine
which one would have happened second & should have been cancelled.
TS2k and (I think) TS6 can do a better job if you have intra-bar
data. I.e. if you built the bar from tick data, or built a daily bar
from 5min data, or something like that, those later versions can use
the data "within" the bar to correctly determine the order of
execution. But as far as I know, those platforms don't let you do an
OCO logic within a bar either.
Gary
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