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You can get information about the entry from Tradestation.
You can get the ENTRY DATE, TIME and PRICE. So if you save
the order information when you generate the orders you can tell on the
next bar which entry was hit. Check to see if the market position, size or
number of entries has changed, then loop through all of your entries that
were active on the previous bar and you should be able to figure it out.
This works unless two entries could have been triggered at the same price.
In this case tradestation will pick one and it may not have been the one you
would prefer.
----- Original Message -----
From: "Mark Simms" <marksimms@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, April 27, 2006 4:02 PM
Subject: RE: Optimization Speed TS2000i vs TS8.1
Yes, but in the case of SEVERAL of these NAMED entries or exits....
WHICH ONE really occurred ?
-----Original Message-----
From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
Sent: Thursday, April 27, 2006 10:11 AM
To: omega-list@xxxxxxxxxx
Subject: RE: Optimization Speed TS2000i vs TS8.1
At 09:29 AM 4/27/2006, Mark Simms wrote:
>However, it is strange to note that despite all of the
improvements in
>TS 8.1, I am still unable to query in Easy Language Which
Exit or Which
>Entry had been triggered in the case of a multiple signal strategy.
I do not understand that. There have always been commands
that can refer to the name of entries:
BuyToCover [("Order Name")] [from entry ("Entry Name")]
[ Number of Shares/Contracts [Total]] [Order Action];
Bob Fulks
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