In Para 7 that should be:
Running the system in AA frequently throughout the day with an RT data feed
from IB the RT close (current tick) would rise above the long entry stop level
and I would be long at the ~stop price.
Sid
Many AB users have good histories of EOD data but limited real time data
histories for back testing. This can cause some problems such as overly
optimistic results when the trading logic uses entry and exit stops.
We all know, or should know, that if you are using the closing price th
