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>I have a daily system that has placed both buy and sell orders for the next
>day.
>
>What is the assumption that TS (4.0) makes regarding which order is elected
>first?
See the on-line help called "Understanding How TradeStation Simulates
Market Activity with Historical Data".
If you enter on the open and exit on a stop/limit, you are OK.
But if you enter and exit on stop/limit orders, your results will
be in error.
They make reasonable assumptions but any assumption will be wrong
since the system only has four values for each day and cannot know
the order in which they occurred.
Bob Fulks
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