You do not need to do anything if you are trading in the LONG direction only.īut we badly need the trade direction information for the SHORT direction. If not, we could send an alert message to the user.īut we are lost receiving just “Buy” now. If “Sell to Short” arrived, we swapped both signals to the correct order. We could wait if “Sell to Short” arrives within few seconds (which means signals were swapped because of some network transmit delays). Until now, we received “Buy to Cover” and because your Collective2 strategy was FLAT, we knew something is wrong. But Collective2 will go LONG, because the strategy model is FLAT.
Then, we receive a “Buy” e-mail from you - which means “Buy to Cover” on your side.For some reasons we do not receive a “Sell” e-mail - which should mean “Sell Short” now.What could happen using the new Update 14: TradeStation - Strategy Active Order for EURUSD TradeStation - Strategy Filled Order for EURUSD Workspace: C:\Program Files (x86)\TradeStation 9.5\MyWork\bs_test_01a TradeStation knows and uses its account state and it still uses info like “Sell Short” and “Buy to Cover” internally.īut it sends following “Sell” and “Buy” e-mails for signals shown on the above picture: TradeStation - Strategy Active Order for EURUSD If we miss it, the next “Buy” e-mail, which should be interpreted as “Buy to Cover”, will be interpreted like “Buy to Open” on Collective2 side, because the position is FLAT in the Collective2 strategy model. If some software or internet transmission or human error occurs, we can miss an opening “Sell” signal (which means “Sell Short” if the position is FLAT). The problem is that the TradeStation account state is not 100% reliable info on the Collective2 side. If the position is “LONG” the “Sell” signal means “Sell to Close”.
If the positon is FLAT, the “Sell” signal means “Sell Short” now. This is a big problem for Collective2, because to be able to interpret “Buy” and “Sell” signals correctly, we need to know a TradeStation account state. The latest version of TradeStation stopped to send “Sell Short” and “Buy to Cover” e-mails. Important changes in TradeStation 9.5 (Update 14)
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