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Let's say I have collected data in tick format and display bars in
minutes, say 1 min or 5 mins.
If I write a system to buy and sell at specific prices on the next bar,
will TradeStation (2000i) take into account the price progression
according to the ticks when calculating the orders?
I seem to recall that TS does some jiggery-pokery and assumes that
prices closest to the open will be transacted first and those closer to
the close transacted second. But if you actually have tick data, will
the trades be executed in the correct order?
Ian
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