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Hi Gary,
Ah yes, I remember this now but it's ages since I used it.
Totally slipped the old grey matter...
A quick test shows that it can make a considerable difference to the
results...
Ta!
Ian
> > >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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