Exactly. Thats why it has to be a platform supporting fairly sophisticated custom scripts. TOS thinkscript and its conditional orders do not allow order management to this degree.
I need to evaluate slippage between limit vs market orders - options are much less liquid than stocks. Need to...
I been trading intraday options using TOS. My system is developed to the point where exit strategy is algorithmically clean . My P&L would likely benefit if I take emotions out of exit management and spend time focusing on markets and entries.
However seems I cannot do that in TOS -not only...