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Is it possible in a strategy to stipulate an exact entry price for the next
bar? In other words to enter at a specified price or not at all.
What I want to do is backtest different exit strategies but using actual
known price fills as the entries. Unfortunately I can't find a way to input
these actual fills correctly.
As I know all the dates, times and fill prices I would *like* to write
something like:
If date= XXXXXXX and time = YYYY then buy ZZZZ limit;
except replacing limit with 'exactly', if you see what I mean.
I can't see a way of doing it. Any suggestions or alternative approaches
appreciated.
Jim
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