TS 2000i Problem

[cprexcel]

I'm trying to finalize the signal in a strategy so that I can optimize a few variables. However, my strategy is based on entering and exiting the market same day. Always enter at the OPEN - and either exit at the CLOSE - or a calculated exit point based on where the Open is at (i.e OPEN minus a variable establishes the STOP exit point). As you know - can't do a STOP with TS on the same bar as the entry - has to be the next bar. The "SETSTOPLOSS" could be an option - but you have to put in a hard number (e.g. 400) - and it won't accept a variable - even though the value is always numeric.

Anyone have any other ideas?

 

[cprexcel]

Disregard earlier post. I had a negative number which screwed things up a bit. However, the SetStopLoss still doesn't appear to be operating correctly as it seems to post when it shouldn't. Example - even if the potential loss (Open - Low)*BigPointValue is half of the setting for SetStopLoss - it still kicks in - and a MarketPosition is never posted. Very strange ...

 

[intradaybill]

This is a known problem with TS 20000i. There were posts on this in the past. Search to find then.

 

[BigPointValue]

This problem was fixed in version 8.1 of Tradestation with a method known as Intrabar Order Generation.

Prior to that (i.e. in 2000i) it was not possible to buy at the open and sell on a stop within the same bar.