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Further to this, I've been looking at trades generated by both methods
on the YM. This moves in 1-point/1-tick increments so it moves from 9280
to 9281 to 9282 and so on. In other words, there's no 9281.50, 9280.75
or the like.
Anyway, *with* the Backtesting Settings box ticked, the trades take
place at these "even" prices but *without* the box ticked I'm getting
all sort of fractional trades such as 9280.66, .67, .34, .17 and so on.
Can someone please explain what's going on?
Ian
> 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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