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> "look inside bar", 1 minute. A 405 min bar is equivalent to
> a daily bar, then by looking inside bar, at 1 minute data,
> system will take all trades that exist for the day.
> Only problem is, it takes a maximum of 2 trades, and no more.
I can't read your ELD on TS2k, but I'll bet I know the problem.
The "look inside the bar" feature means TS will fill stops in the
correct order using the intraday price action. But your system
code only executes once per bar, so you are issuing only one set
of orders per day. I'd bet you're issuing TWO entry orders, long
and short, on each bar. On some days those both get hit. But
they can only be hit once within the daily bar.
If you want more system entries per day, you have to run more
than one bar per day. Run a shorter-length bar and you will have
the opportunity to issue orders on each bar, and to fill those
orders on each bar.
Gary
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