For any given bar you can't tell which event occured first ... If you need more granularity you'll need to move to shorter timeframe oriented data ...
--- In [email protected], "Clement Chin" <[EMAIL PROTECTED]> wrote: > > Anyone can show me something for this case? TIA. > > +++ > > > > > > Hi, > > > > I put a Buy Stop to buy breakouts from high of last bar. A protective stop > is attached to the Buy Stop to protect the order once the Buy Stop is hit. > > > > I use 30-minute bar to make decision. > > > > Here is a case. > > > > The previous high is 1.3050. I will buy at 1.3051. Once entry, I will put a > protective sell stop at 1.3041. I want to back test the system. > > > > From the 30-minute chart, the next bar has a high of 1.3090 and a low of > 1.3020. Apparently, my Buy Stop is hit sometime during the 30-minute > session. My planned protected stop is hit also sometime during the same > session. The price may hit my Buy Stop first and then hit my protective stop > later... Or it may hit the low of the 1.3020 first, and move all the way up > to 1.3090 where I have a good trade. > > > > How do I know which one is hit first? The low of the bar or the Buy Stop? Or > other possibilities? How can I accurately write AFL to track if my entry is > handled accurately? > > > > There are many possibilities inside the next 30-minute bar, i.e. if the low > is reached first, I may have a good trade; if my entry is taken first and > then the low, I will be killed somewhere. Can I accurately know what happen > inside the 30-minute bar? Do I need to use a smaller timeframe, i.e. > 1-minute? > > > > Please give me your advice. Thank you in advance. > > > > Clement >
