TradeStation fills


My observation is that Tradestation signals quite often don’t get registered.



Examples:

* TS sends the same signal to two different C2 systems at the same time. One system registers it properly, the other one skips it.

* Signal in real trading acc gets filled just fine, but doesn’t show up on C2.

* Signal skipped for no obvious reason.



No idea where in the process it clogs - TS interface, ISP, C2?



I’m sure that C2 will fix it in due course.

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Any idea when/if Tradestation accounts will be compatible with C2 Autotrading?

I really need specifics to be able to respond to this.



For each class of problems you mention, please provide me with a recent specific example. The more specific you can make it, the better. (Example: System, signal, time of day, time zone, what happened.) Your c2tslog.txt file (in your C: drive) would also be helpful.



Finally, please be aware that very detailed server logs are kept only for a few days, so the more recent you can make your examples, the better.



Email is probably the best way to conduct this. Mine: matthew@collective2.com.

1/ @esz8 / today/ around 11:40 EST sent to both Polar Bear and Trades4U MultiStrategy. In the latter it registered properly, in former it didn’t. For both STC, then STO. It seems that for Polar Bear STC failed causing STO to fail. The entry 27 min later is manual.

2/ @esz8/ 15 oct/ around 13:30 EST sent to Trades4U Multistrategy. Trade didn’t show up on C2.



Just looked at c2tslog – there is only activity dated Sep 11 and Sep 12. Nothing on other days.



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Do you have a plan to support Autotrade for Tradestation Securities accounts?



There was no activity at 11:40 am ET. Do you mean 10:40 am ET (when there was indeed activity from your system)? If so, please describe the specific signal you think should have happened, but did not.



In general, just listing a symbol (@esz8) isn’t much help to me. I need to know specifically what you thought should have happened, and when. You are apparently using 5 or 10 second intervals in your tradestation, which means essentially that your tradestation is sending messages to C2 every 5 seconds or so. There are a lot of messages being sent, so please help me to help you by being incredibly detailed and specific about exactly what you think should have happened, and when.

… And one more thing:



Given the short interval you are using on your TradeStation calculations, you should probably switch to using the TS "Fills Only" setting. You can set this for each system via the system ADMIN pulldown menu (on your system page). Essentially, what this does is tells C2 to ignore your thousands of messages and simply go long or short at market when your TradeStation instructs it to. This is much more reliable for TradeStation systems that use short intervals, trailing stops, etc.

OK. You’re right about the time.



This is what the sys had to do:

1/ @esz8 / Oct 21/ EST 10:40. Trades4U Multi : STC 3 contracts. STO 1 contract. All fine. Everything’s as expected.



2/ @ezs8 / Oct21 / EST 10:40 Polar Bear: STC 12 contracts, STO 3 contracts. STC was done in two steps - 4 and 8 contracts. STO was missed.





The signals were sent from the same workstation for from the same trading sys.



P.S. Adjusted TS to “Filled Order” only as you suggest.

Mistake correction: for Polar Bear it should have been "STC 12 contracts, STO 4 contracts [not 3 as mentioned].