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Do you have platform to develop your own algorithms one or you can only use the provided ones?

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...