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youcan also structure a special exit for each entry that is only used for
that entry.
-----Original Message-----
From: Walter Hooker [mailto:whooker@xxxxxxxxxxxxxx]
Sent: Wednesday, March 29, 2006 5:19 PM
To: marksimms@xxxxxxxxxxx; omega-list@xxxxxxxxxx
Subject: Re: simulation of trades w/TS Securites
Actually, if you name each entry and exit you can determine that too. If you
are using the canned entries and exits it's more difficult.
----- Original Message -----
From: "Mark Simms" <marksimms@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, March 29, 2006 3:50 PM
Subject: RE: simulation of trades w/TS Securites
>I am not exactly sure what point Robert is trying to make......
> But I do know that one glaring weakness in the TS platform since TS4
> has been the inability to determine within a strategy (via Easy Language
> variable) exactly which entry or which exit was triggered....i.e.
> stop-loss,
> profit-taken, normal indicator-based reversal, etc, etc.
>
> As always, this has been requested and debated to death on the
> Tradestation.com forum.
>
> Note: if someone has found a 3rd party DLL solution to this, please
> provide
> the details.
>
>> -----Original Message-----
>> From: Jim Bronke [mailto:jvbronke01@xxxxxxxxxxx]
>> Sent: Wednesday, March 29, 2006 2:22 PM
>> To: robert pisani
>> Cc: omega-list@xxxxxxxxxx
>> Subject: RE: simulation of trades w/TS Securites
>>
>> There are ways to solve this problem. You just have to define
>> the requirements first. There isn't anything that you can't
>> do with TS.
>>
>> -----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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