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The other day my system stopped me out of a couple of trades(I use hourly
bars). The next day my system still had me in it. Is this that bouncing tick
problem? To override this effect is the setting 100% or zero.
thnks,
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Cameron Jones" <camster@xxxxxxxxxxxxxx>
To: "omega list" <omega-list@xxxxxxxxxx>
Sent: Monday, February 18, 2002 4:06 AM
Subject: RE: "Bouncing tick problem" with 2000i
: Hi all ........
:
: gee wiz , boy have I been there ......... and the answer to my questions
: about bouncing ticks was to download 5 minute data and rewrite the
strategy
: . 5 minute data answered all my questions.
:
: Cam
:
: -----Original Message-----
: From: Todd Hoff [mailto:gatrboots@xxxxxxxxx]
: Sent: Sunday, February 17, 2002 4:56 AM
: To: Omega forum posting
: Subject: "Bouncing tick problem" with 2000i
:
:
: Hello List,
:
: I could use your help on a problem that I have been
: having with a system that enters a position on a buy
: stop or a sell stop order. The problem is when the
: system triggers a buy stop order at the opening of a
: bar and then hits the stop loss point on the same bar.
: Tradestation "sometimes" recognises the stop loss and
: other times it doesn't. So this is a big problem
: because the system might show a winner when in real
: time trading the trade would of been a loser. The
: problem relates to how the price moved inside that
: bar. I have looked into this and I found a good
: explanation in the help guide under "bouncing tick"
: and " Calculating orders on historical data". There is
: a percentage that can be changed under "view, chart
: options, strategy tab, and percentage increment for
: bouncing tick". The default is set to 10% which causes
: the problem. I tried fooling around with this and
: increased it to 100% and I believe it solved my
: problem. I went over some of the previous trades that
: mistakenly showed winners before with the default 10%
: setting and when I changed to 100% , the trade showed
: correctly as a stop loss on that same entry bar. My
: question to you guys is this: Will it hurt anything to
: keep my setting to 100%? This setting seemed to help
: my situation on this system , but I am just wondering
: if this change will impact any other type of system
: which I use? I am always afraid of changing a default
: setting. Thanks for your help.
:
: Sincerely,
:
: Todd
:
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