Autotrade with "Tradestation 8"
- Thread starter mapfler
- Start date
I mean it fills, as the TradeManager module reports so. However TradeManager must failed to communicate this to the strategy, so the strategy still thinks it's not filled. This causes positions to not match between the strategy and the TradeManager.
And yes, I'm using the "Strategy will fill non-historical orders only when TradeManager reports them as filled" option under the 'Automation' tab. If I switch over to "Strategy will fill non-historical orders based on price activity", then such problem shouldn't happen but I will still need to match positions manually. Not sure which method will work better.
And on my 4 min ES trades, such problem has never happened... neither on my 3 min NG trades. Not sure why 2 min one has the problem.
What kind of trades are you going to use TS for?
And yes, I'm using the "Strategy will fill non-historical orders only when TradeManager reports them as filled" option under the 'Automation' tab. If I switch over to "Strategy will fill non-historical orders based on price activity", then such problem shouldn't happen but I will still need to match positions manually. Not sure which method will work better.
And on my 4 min ES trades, such problem has never happened... neither on my 3 min NG trades. Not sure why 2 min one has the problem.
What kind of trades are you going to use TS for?
Map,
Personal opinion, no interest in debating with TS fans. It's a headache, it's a hassle and it's not for professional strategy development. It can and will desynchronize forcing you to babysit your "auto" system. That's just on the surface, there are countless other problems with it.
The more frequency of trades the more dangerous it gets. Do not even consider for high frequency scalping.
Look elsewhere unless you just want to play around with ideas and do amateur automation. On the other hand, if you are serious about automation, as you should be, I definitely suggest another platform.
Anek
Personal opinion, no interest in debating with TS fans. It's a headache, it's a hassle and it's not for professional strategy development. It can and will desynchronize forcing you to babysit your "auto" system. That's just on the surface, there are countless other problems with it.
The more frequency of trades the more dangerous it gets. Do not even consider for high frequency scalping.
Look elsewhere unless you just want to play around with ideas and do amateur automation. On the other hand, if you are serious about automation, as you should be, I definitely suggest another platform.
Anek
Anek, can you share some of your experience with 'another' system please. And by saying 'another', which specific platform that you'd recommend?
Thanks.
Thanks.
Pros : - the automation is reliable. I let the platform run on its own during daytime. Whenever I have issues, it's always due to my internet connection or the order network( not the automation ), but my trading is not really fast.
- Fast learning curve for programming and fast time to production whenever you have something new
- No bugs in backtests. Some in datas.
- Globally more automation capacities than other retail packages
Cons :- no second intervals
- no DOM access to automate
- few order types
- no portfolio backtesting
- not fast
- bad broker( few exchanges, high fees, no interest earned )
- Fast learning curve for programming and fast time to production whenever you have something new
- No bugs in backtests. Some in datas.
- Globally more automation capacities than other retail packages
Cons :- no second intervals
- no DOM access to automate
- few order types
- no portfolio backtesting
- not fast
- bad broker( few exchanges, high fees, no interest earned )