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If BarsSinceEntry > 0 then begin
....
Volker Knapp
Wealth-Lab Inc.
http://www.wealth-lab.com
http://www.wealth-lab.de
++-----Ursprüngliche Nachricht-----
++Von: Brent [mailto:brente@xxxxxxxxxxxx]
++Gesendet: Mittwoch, 1. Mai 2002 22:56
++An: Gary Fritz; omega-list@xxxxxxxxxx
++Betreff: RE: How does one keep TS4 from making 2 trades on the same bar?
++
++
++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.
++
++Thanks
++
++Brent
++
++-----Original Message-----
++From: Gary Fritz [mailto:fritz@xxxxxxxx]
++Sent: Wednesday, May 01, 2002 10:16 AM
++To: omega-list@xxxxxxxxxx
++Subject: Re: How does one keep TS4 from making 2 trades on the same bar?
++
++
++> How does one keep TS4 from making 2 trades, one long one short, on
++> the same bar?
++
++Don't issue two orders on the same bar.
++
++If you tell TS to go long and go short, e.g. at price LongStop and
++ShortStop, and the next bar hits both those prices, then TS can and
++will execute both orders just like you told it to. If you're
++bracketing the market with orders, you should either use wider
++brackets or shorter bar lengths so your bars don't hit both orders.
++
++There's no way to do OCO logic, where the first order to be hit
++cancels the second. In any case TS4 doesn't know in what order the
++prices were really hit anyway. It only knows OHLC for sure. So
++anything you do with multiple orders in one bar is error-prone and is
++not an accurate indication of what might have happened in realtime.
++That includes MM stops that get hit in the bar of entry and ANY other
++case where multiple orders are hit by one bar.
++
++Gary
++
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