taowave
Registered: Apr 2006
Posts: 637 |
09-21-06 09:28 PM
Quote from Angelo_60:
Hi everybody, first post here, so please don't be too harsh.
I actually registered because Murray Ruggiero pops up here from time to time and perhaps he (or some other trader) could answer my question.
That is the question I asked to "contacts@traderstudio.com" on 8/16/06, thinking about a stop and reverse - always in the market - system:
"Dear Sirs,
I’d like to know how Traderstudio does when Buy and Sell orders are triggered on the same bar
Let me explain what I mean.
When working with historical data, one cannot know the chronological order of the High and the low of a bar.
Tradestation has a rule: if the open of the bar is closer to the low than to the high, it handles the bar as if the low was reached first. I’d like to know which is TradersStudio behavior.".
By the way, contrary what someone seems to think, I believe that "bouncing tick" option has nothing to do with the matter.
In my opinion, Bouncing tick is only a precaution for TS2000i to deal with EXIT order that could happen in the same bar of entry; exits difficult to see in backtesting, when we don't know the exact chronology of prices inside the bar.
I feel my question is different: it is about having two ENTRY signals (stop and reverse) on the same bar.
PS
As of today, no answer yet.
Frankly, I'm a bit disappointed because after more than a month, the guy that received my mail didn't even find the time to tell me: "stop asking stupid question...."
that is really suprising to hear..i bombarded them with questions,and always got a responce..did you try live chat or calling???
one of the main reasons i purchased TS was due to the fact that I could ask them questions LIVE as opposed to email...
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