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Check the NEXT day's O,H,L,C and you may find it there. I had the same problem.
Glenn
Ron Augustine wrote:
> Would one of the TS Systems people be willing to take a shot at this dilemma?
>
> In testing a TradeStation Trading System on a Daily Chart, I am telling TS
> to Sell Short at or below a specific price if certain Entry Criteria is met--
>
> Example:
> -------------------------------
> EntPrice = 79.625;
>
> Sell Next Bar at EntPrice Stop;
> -------------------------------
>
> TS Enters the trade, but at 78.75, not at the specified 79.625
>
> The stats on the Entry Bar are: Open=79.68, High=80.87, Low=78.12, Close=78.12
>
> The Market traded below the specified Entry Price during the first 20
> minutes of the Entry Day, then rallied and again reached the Entry Price
> around mid-day then sold off to close at 78.12
>
> The question is, where did TS get the 78.78 Entry Price and how is it
> possible to tell TS to use the 79.625 Entry Price that a Broker would have
> executed?
>
> Thanks in advance for any insight on this.
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