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PureBytes Links
Trading Reference Links
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Oops, trying again. I sent the last one to Jack. And I see Alex said the
same thing in the meantime. Anyway....
For backtesting, you can set your limit order a pip higher/lower than
your real order would have been. So the price has to go a pip beyond
your real order price before TS assumes a fill. Then subtract that pip
of extra profit on the trade from the performance report stats by
setting the "slippage" number appropriately.
--
Dennis
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