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> Now problem is : if a position is to be either exited, reversed or
> entered within a 30 minutes bar, the system need to calculate *at
> that time* [[ risk & size of new trade ]]
If you are going to act on the close of the next bar, there's no
real way for you to know in advance -- because you don't know
what the price will be at the close. You can only know that when
the bar closes and your system logic runs.
But you say you're going to enter the new position *within* the
bar. That means you must be setting an order at some price on
the previous bar, correct? If so, then you KNOW what price you
will be entering at -- your stop/limit price -- so you can use
that price to determine your risk & size, can't you?
Gary
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