Rmos22
11-22-2007, 11:39 AM
On the Order Handling Options for Tradestation I have a setting of 'Submit As-Is' and convert unfilled amount to market after 5 seconds.
I noticed on several occasions that when TS sends a 'Strategy Active Order' email notification to Ninja Trader for a limit order, it's possible that NT will fill the order but TS will not and cancel it instead. In this case, TS will not send the email notifications to NT for the OCO stop loss and profit target orders. I know there is an option for 'Submit Market order on TS fill', but I'm wary of using this because of slippage. Does anybody have any idea to avoid this from happening?
I noticed on several occasions that when TS sends a 'Strategy Active Order' email notification to Ninja Trader for a limit order, it's possible that NT will fill the order but TS will not and cancel it instead. In this case, TS will not send the email notifications to NT for the OCO stop loss and profit target orders. I know there is an option for 'Submit Market order on TS fill', but I'm wary of using this because of slippage. Does anybody have any idea to avoid this from happening?