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You need to understand the source of these kind of problems.
All platforms respond to each tick as they arrive. If a tick arrive that causes your system to trade, it will issue the orders. If the tick happens to have a time stamp out of order, it may be stored in the server data base in a different place or not stored at all, depending on how the system is designed.
TS4.0 uses time stamps as provided by the vendor. These can be exchange time stamps or the time the vendor's server sent the data. It depends upon the vendor. These can be and frequently are out of order. I don't remember how they are stored on the TS4 server.
TS2000i, as I recall, used your computer's time that the tick arrived as the time stamp to help eliminate this problem. This keeps the time stamps in order but the time stamps can be off if your computer time is not correct. And if you download refresh data the time stamps on that data will be the exchange time stamps or vendor time stamps so will be different.
This explains most of the differences you will see. But if you have more than one entry/exit on a bar (a very bad idea), you then get into the subject of how TradeStation assumes the ticks arrived when it only has OHLC data on each bar.
Bob Fulks
At 07:56 PM 9/9/2005, Donald Beck wrote:
>I am planning to setup my trading for Forex and
>therefore my ability to feed the server data is my
>first concern. I am planning to use Hyperserver,
>Metaserver or Dynaloader either in a plain wrap DDE or
>a platform specific package. These will take the FX
>data from the broker I will trade with.
>
>As important as the data feeding issue is, so are the
>changes in the value of the bars be it in tick or
>minute data. My strategy will fire signals during the
>formation of the bar (as opposed to on the close of
>the bar). I have found in 2000i a signal can have you
>buy at lets say 101.30 and sell at 102.40. Upon the
>closing of the chart, the signal may remain at that
>price or the buy may move to 101.20 and the sell
>102.50 (as example). Still more rare would be the
>addition of, change of or elimination of bars and
>therefore the same would be true of signals.
>
>These findings are not new to me however it may impact
>the viability of my Forex trading plan. This is why I
>am trying to explore 4.0, to see if it is a viable
>alternative.
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