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> If High > High[1] then buy this bar at High[1] stop;
>
> Tradestation will not let you buy the same bar at a specified amount. I
> get the message that a stop or limit order can only be placed for the
> next bar. Most of my strategies need the same bar at a specified
> amount. Anyway around this or am I doing something wrong?
All bars are past history, it is past history. A stop or limit order is
something that happens in the future. You cannot place a stop order on
past data. The only "this bar" order you can place in TS is to buy or
sell on the close of the bar.
You would not be able to trade on past data in reality, so TradeStation
doesn't allow it either.
-Alex
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