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I would check the algorithm for it. Check the point value of your contracts
and the min move. Recently someone had this problem and it was min move
related. Also commissions and slippage are added in. Just a WAG.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Rob Hartman" <trilocom1@xxxxxxxx>
To: "Jim Bronke" <jvbronke@xxxxxxxx>
Cc: "Omega - List" <omega-list@xxxxxxxxxx>
Sent: Sunday, September 02, 2001 11:29 PM
Subject: RE: Those built-in stops
: No,no. Profit target in my signals is calculated relative to some prior
: day's ranges. The problem is that if I say I want 10 points, it says
12.5,
: I say 2, it says 2.5 ... Not cool. MMS is screwed up as well.
:
: Rob
:
:
: -----Original Message-----
: From: Jim Bronke [mailto:jvbronke@xxxxxxxx]
: Sent: Sunday, September 02, 2001 11:23 PM
: To: Rob Hartman
: Subject: Re: Those built-in stops
:
:
: Isn't that what you would want? If it hits your price, get out. Sounds
like
: you need a bigger profit target.
:
: Jim Bronke
: Phoenix, AZ
:
:
:
: ----- Original Message -----
: From: "Rob Hartman" <trilocom1@xxxxxxxx>
: To: "Omega - List" <omega-list@xxxxxxxxxx>
: Sent: Sunday, September 02, 2001 10:55 PM
: Subject: Those built-in stops
:
:
: : Dearest list --
: :
: : I've got a signal that has profit targets that can be hit on the same
bar
: as
: : entry... Daily data. For example, I use a market order for entry, and
: : Target -
: : SetStopPosition;
: : SetProfitTarget(100);
: :
: : TS2000i takes me out at $125, not $100.
: :
: : I also tried -
: : SetStopContract;
: : SetProfitTarget(1);
: : Takes me out at 1.25 points. Set the Target to 2 and get out at 2.5
: points.
: : Try .8, get 1.25 ...
: :
: : I even cobbled together a couple of Omega's generic entry sinals with
: : Stoploss and Profit target signals... Still happens. Reinstalled
: : Tradestation. Still happens.
: :
: : Establishing orders on subsequent bars after entry is no problem, but I
: need
: : to have the backtesting work properly on the bar of entry. Does this
: happen
: : to anyone else? How can I fix or circumvent?
: :
: : Thanks in advance,
: : Rob
: :
:
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