Faking a Limit Order on Current Bar

[Alex Matulich <alex@xxxxxxxxxxxxxx>]

I dimly recall something like this has been asked before, but I
can't find it.

I have a situation where I can't get TradeStation (2000i) to imitate
actual trading.  Basically I need either (a) to have a way to
execute a limit order on the current bar, before the bar completes,
or (b) access the current price ('close' doesn't seem to represent
an intra-bar price) before the bar completes and place a market
order when the price I want is met.

Situation in real trading:  I'm watching a bar form in real time
(say 1 minute or 5 minute bars).  The price reaches a point that
serves as a set-up trigger.  At that point I would call the broker
or electronically send a limit order to enter at another price that
hasn't been reached yet, but *could* be reached before the bar is
fully-formed.  I place the order, and its fill doesn't depend on
any bar boundary.  Alternately I could wait until my entry price
is hit and place a market order right there, before the bar is
fully-formed.

Situation in TS:  Limit orders are good for the next bar only, and
market orders work only on the next bar or the close of the current
bar.  I can't place orders at the price I want on the current bar.

I'm not accustomed to testing daytrading strategies; my focus has
been mostly EOD.  Anyone know what to do in this case?

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com