Backtest ideas ?

[Sudhir Menon <sdhrmenon@xxxxxxxxx>]

Hi all,

   I am testing a strategy on forex data. The strategy
works in short term (15 min bar) so the prices of
entry and exit are calculated and limit orders are
placed on next bar. The problem I am facing is the
limit price can be highest or lowest of the next bar.
Since the price did not cross my limit price there is
no guarantee of the fill.

   To test this now I want to check that on the bar
where I am entering / exiting the price did cross my
limit price and high / low was more / less atleast by
1 pip . IF it didn't then I dont want to take it as
valid entry or exit and then system should look for
entry / exit on next bar.

   Is there any way to code this in TS ?

Regards,

Sudhir