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Re: Problem of executing orders on next bar



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> was so long ago ... and I don't have any of my old code,... I don't
remember
> what command that was.
>
> Anyone know what I am talking about?


Not exactly, but there have been two dll's posted here that reference the
next bar.
One was called AnyOHLC.dll (32bit? TS2000 only) and the other Nxtopen.dll

But, then, maybe these are EOD only?

Hope this may help
Jon



----- Original Message -----
From: "TradingSystem.Com" <mike@xxxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <bfulks@xxxxxxxxxxxx>
Sent: Wednesday, 05 September, 2001 8:58 AM
Subject: RE: Problem of executing orders on next bar


> Actually, it was about 3-5 years ago that I built a strategy with TS and
> mentioned this problem to EL Tech Support. The EL Guru at that time gave
me
> an undocumented (at least I think it was undocumented) command to add to
my
> code that fooled TradeStation into thinking that the strategy was
operating
> in the past. I think I had to change all my price values to look one bar
in
> the past so that the current bar looked like the bar following,... anyhow
it
> was so long ago ... and I don't have any of my old code,... I don't
remember
> what command that was.
>
> Anyone know what I am talking about?
>
> Mike.
>
> -----Original Message-----
> From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
> Sent: Tuesday, September 04, 2001 2:55 PM
> To: mike@xxxxxxxxxxxxxxxxx
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: Problem of executing orders on next bar
>
>
> At 2:05 PM -0700 9/4/01, TradingSystem.Com wrote:
>
> >I know there is a way around this problem...
> >
> >TradeStation seems to allow you only to execute orders at the next
> >bar or the current bar on close? I would like to execute a market
> >order on the very tick that my strategy says that it is a good trade.
>
> You have two possible solutions:
>
> 1. Use 1-tick bars and enter the market order for the next "bar".
>
> 2. Figure out one bar in advance, at what prices your strategy will
> say it is a good trade and enter stops at those values for execution
> on the next bar.
>
> Bob Fulks
>