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Hi all,
I'm relatively new to TradeStation, and I'm scratching my head over how to
code a couple of things.
First, I want to code a stop limit order. When my trigger price is hit, I
want my system to enter a buy stop order 1/8 point above that trigger, with
a limit 3/8 point above the trigger. It looks like I can only do stop
orders OR limit orders in TS, but not both...any suggestions on how to
combine them?
Second, is there any way to code intrabar fills? In real life, when I get a
trigger signal, I enter the order to buy, and I get a fill within a few
seconds. In TradeStation, if I'm working with 5-minute bars, I may have to
wait as much as 4 minutes for a fill.
I understand that if I'm doing historical testing, the delays will average
out -- some will be in my favor, some not. But I'm trying to develop a
system that tracks what I'm buying in real time so that I can get good exit
signals on down the road.
Any ideas or suggestions anyone has will be greatly appreciated!
thanks,
Nick
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