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> >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?
>
> Yes.
..., *IF* you tell it to.
By default TS only pays attention to the OHLC of the bar. This
is MUCH faster than following every tick in your database, and
it's sufficient if you don't try to execute multiple stops within
a single bar.
If you want it to make use of the finer-grained data inside the
bar, you have to tell it to use it. On TS2k that's at Format
signal -> Properties -> Backtesting Settings. It will be slower
but more accurate.
Gary
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