When I do a back test it fills me at the high of the current bar. If I wanted to buy when the stock breaks the previous days high how would I put that in the formula? For example, if i say if ........ then buy this bar, how can I set it up to buy at the previous days high?
I'm presuming you are writing in TradeStation EasyLanguage. I am also presuming that this is an intraday trade that you wish to buy at yesterday's high for the day. The problem is difficult only in that there is a time frame switch. The code High[1] refers to one bar ago. If you were using daily data this would not be a problem. But as above I'm presuming you want to buy sometime today at yesterday's high. I don't have my book in front of me, but I think you should be able to refer to yesterday's high of the day using HighD[1].