Intrabar order generation is not possible in TradeStation 2001. But maybe I can build the system with intraday bars, lets say 15 min., and write an instruction that takes entry at the close of the day. I also need an daily MACD-indcator But for the moment I don't know how to do that.
Perhaps the soluton is to combine two charts. One for data 1 = 15 min and one for data 2 = daily?
True, I totally forgot about that. Your solution with two datastreams will likely reduce the occurrence of your problem, but it will not fix it. Even if you build everything based on a minute chart and emulate the daily bars, the problem can still happen.
You might want to take a trial for Multicharts or Tradestation 9 and see how much different the performance would be. Maybe the benefits already merit switching completely for you.
Your solution would work, but calculating with 2 datastreams is tricky too. If you go this route, I recommend spending a lot of time making sure that anything you calculate from datastream2 is really what you want, and that it updates every day, not every 15 minutes.
If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread