Peter Another alternative is to use the PREV function and create a latch that "remembers" the entry bar and price. For this approach you might need to code both Buy and Sell as indicator formulas and call these formulas with Fml() in the appropriate windows. Or, you might just call the Buy formula for the Sell window, or place the Buy formula directly in the Sell window (as well as in the Buy window). The fact is that there's no easy way to accurately track the entry price, and PREV or Simulation are the only options available. Without one of these functions it's impossible to know if the Buy signal being referenced for price is the original signal or a secondary one. Your convoluted series of If's OR's and ValueWhen's just won't do the job properly. Using PREV functions in a system test will slow things down too, but rarely as much as Simulation. If you're not familiar with creating and using a PREV-based latch then this might be a useful exercise to work through. Past issues of MSTT have discussed both simple and PREV latches and I can send you these articles if you write to me at rlarsen@man.quik.co.nz . Roy MetaStock Tips & Tools

Hi Wabbit A simple latch, such as the Forum DLL "Latch" function, could "remember" the entry point if Buy and Sell were independant formulas. However, the reason for remembering the Buy price is usually so that a Sell can be based on it. I don't know of any way other than by using PREV or Simulation to remember Buy parameters on which the Sell depends. The GV dll could certainly have a use in passing data from the Buy to Sell windows, but I don't see it helping where remembering the entry price is necessary, because the Sell depends on that aspect of the Buy (I'm assuming that's why Peter needs to remember the Buy price). A GV value is subect to the same limitations as ValueWhen() when there's a possibility of secondary signals. PREV and Simulation are the only functions that can lock in the first entry signal/price (with appropriate coding) and not change values when a second or third entry signal is given prior to the exit, and at the same time make the Buy price (or whatever) available for determining a Sell. For independant Buy and Sell signals a simple latch can be used to remember almost any entry-related value, but a PREV latch or the appropriate Simulation function is essential when the exit has to reference the entry price. Roy MetaStock Tips & Tools

thanks for all your input. Its not the answer I was hoping for. Programming a latch is what I was wanting to avoid, it is possible, but becomes extremely involved if you get multiple entry triggers after a buy signal is generated and where you have more than one exit option based around that buy price and where you want multiple trades. I will post on the product wishlist to have the entry price of trades available for use in the system tester.