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Re: Backtest ideas ?



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>Hi Alex:  Unless I am not understanding Sudhir,  he is concerned that even
>though backtesting will indeed show a fill occuring when the price is
>touched, as you say, in real trading no such fill may occur.  Thus he is
>trying to code his system to backtest a limit fill on a crossover, which
>would most likely ensure a fill.  Anyway, that's what I think he means- -

If that's the case, he can just set a limit order 1 pip away from where
he wants it.  Then any fill would be a fill on a crossover of his
intended limit price.

-Alex