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Thank you all for your help.
I must recognize that my example on the S&P was ill chosen. Unfortunately on
currencies you can hardly skip the night session. For example, this morning
my system issued a signal to go short on Swiss F., D.M.and J. Yen, which I
did at the opening of the day session. All the day long, Tradestation was
monitoring a short position on the Yen at .8821. After the close of the day
session it forgot this position and went short at the close at .8733. It
makes a huge difference (fortunately only for the system performance, not for
my actual trading). If the market had rose instead of going the system's way,
it could have just stayed flat, if my indicator would have indicated to do so
according to the day session closing price. The problem is the change of
perspective.
I appreciated your advice.
Jean Jacques
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