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SM> Alternatively is there any way in Easylanguage to
SM> backtest in such a way that on every bar on which I
SM> exit the lowest price or highest price actually
SM> exceeded the one I was looking for ?
Probably the thing to do is to write 2 completely different similar
strategies: one for backtesting and one for real trading. In the
backtesting version, use limit orders, 2-minute bars, and reasonable
slippages. On the real thing, use tick charts and market orders. It
will get a bit more complex than the backtesting version as you will
need to convert the data from tick to 2-min on the fly, or you can use
Data2 for 2-minute bars. Necessity is the mother of invention, as
they say. ;)
Ivo Karindi
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