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You could specify exact entries for known data using a combination of open
next bar and if then else. For example:
Value1 = 0 ; { replace zero with your desired value }
if Open next bar < Value1 then
buy next bar at Value1 stop
else
buy next bar at Value1 limit ;
Best regards,
Benjamin Blanco,
EasyLanguage Specialist
( former TradeStation Technologies, Inc. employee of six years )
http://www.benjaminblanco.com/
EasyLanguage is a registered trademarks of TradeStation Technologies, Inc.
----- Original Message -----
From: "Jim" <a1.jim@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, November 25, 2002 11:57 AM
Subject: Stipulating exact entry price inTS2000i
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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