Tradestation automated trading

S

syspool

Using the TS automated trading function I find that the entry and exit prices as shown in the Strategy Performance Report differ greatly from the actually traded prices.

Trading currency futures, they often are up to 10 pips different which in most cases leads to losses.

How can I make sure the prices in the Performance Reports get traded? Should I use the confirm function in the enable function? This would mean, I would have to babysit the computer, which I want to avoid using the automated trading facility of TS.

Thanks for your inputs. Happy trading, Felix
 
This is a major drawback with TS back-testing. Make sure and set the back-test resolution to intra-bar in the "Properties for All" tab. I have found 1 minute resolution to be the closest in terms of accuracy. When I try to use ticks, my results are skewed even more. I am not sure if TS gets all the ticks or sequences them properly. TS back-tests are nothing more than a rough gauge of what to expect from a system.

Good luck.
 
Thanks. This changes my backtest results. I will now forward test (using the simulation), when the markets are open tomorrow and compare.

Happy trading, Felix
 
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