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There are a number of execution platforms much superior to
TradeStation's (TradeMaven, TradeBolt, X_Trader, etc). They all
allow realistic simulation, so that you can simulate an automatic
strategy and get an idea of the kinds of fills (on limit orders,
etc.) to expect in actual trading. However, in all cases if your
signals are generated in TS you have to go through an API. I'm
considering using TS Securities brokerage/clearing, which of course
accepts signals directly from TS, but I don't see any way to simulate
there (b/c the fills in TS backtesting are not realistic at all, TS
backtesting is no help). Does anyone know how a realistic
simulation of trading with TS Securities can be done?
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