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Hi,
I'd like to know if it's possible to execute trades this way in a strategy
written in Easy Language and would like advice on how to do this (if
possible):
I'd have a sell limit order above the current market prices, as a profit
target, based on calculations done on the previous bar. If TS.com does not
execute this when hit or if it's not filled completely, I'd want to have
this limit order cancel and have another order to sell at the InsideBid
immediately. Conversely, I'd have a buy limit order below the current
market prices, also based on calculations on the previous bar. If the order
is not executed, I'd like to have it cancel and execute an order to buy at
the InsideAsk immediately.
My problem is that the backtesting shows some of the trades being executed
with the sell limit order at the high of the bar, at the ask, and the buy
limit order is a the low, at the bid. There's no way I can get filled buying
at the bid or selling at the ask. I tried to have it execute in real life
but while TS's strategy shows the limit prices being hit, profit target
signals being taken, it doesn't get filled at those prices in real life.
I would love to have this done automatically via a strategy in TS 8.1. Is it
possible and how would you advise me to do it?
Thank you,
Ken
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