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How many ticks/bar are you using?
-----Original Message-----
From: robert pisani [mailto:r.pisani@xxxxxxx]
Sent: Wednesday, March 29, 2006 11:04 AM
To: omega-list@xxxxxxxxxx
Subject: simulation of trades w/TS Securites
Thanks for the responses, but end-of-bar solutions do not help, nor do
market orders, if you are trading, say, a tick chart and the strategy must
know what the fills are in order to branch.
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