I am an experienced trader who is only beginning to program systems. I have a basic question about OHLC programming. I am sure there is something quite simple I am overlooking (so no sarcasm) but what concerns me is the following: Let's assume that entry for a given system is on a Monday, now if the exit turns out to happen on the same day wouldn't this generate some false signals? The point here is this: There is no way the software can tell which came first H or L, correct? EXAMPLE: O 816 H 823 L 812 C 815 Now let's assume we enter a trade + 2 from each open (theroretical system) but we also exit + 3 points. Now assuming we have no stop this is no problem. However, if we say our stop is 2 points the system will still call this a winner without knowing whether the stop occured first or second... Am I missing something here? Mind you I do understand some might state that you would simply need to use intraday tick data for such a short-framed system, which I understand BUT, even longer-frame systems will occasionally hit a target or stop in the same day; so how does an OHLC programmer compensate for this? So this could cause problems I would assume unless there is something I am missing. Thoughts on this? Thanks.