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Wild Swinging Fills; Tradestation // Easylanguage Strategy
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Wild Swinging Fills; Tradestation // Easylanguage Strategy

  #1 (permalink)
Trading Apprentice
Chicago, IL
 
Futures Experience: Advanced
Platform: Tradestation + Multicharts
Favorite Futures: Forex, Futures
 
Posts: 44 since Jul 2013
Thanks: 26 given, 1 received

Wild Swinging Fills; Tradestation // Easylanguage Strategy

Hey guys!

I'm currently running a strategy on Tradestation using EasyLaguage on tick charts. The ticks range from 2ticks - 100 ticks. However, no matter what tick or what speed internet I use (even tried on a T3 line), I'm getting some wild fills.

I tried to attach a screen shot of what I'm talking about but the forum won't let me bc I have less than 5 posts here :/

The Easylanguage used to buy / cover is below. Is there anything I can do to not get these crap fills? My strategy depends on getting decent fills.

Thanks so much in advance!!!
--------------------------------
IF
Condition1 AND Condition2 AND Condition3 OR Condition4
Then BUY ("BUY") this bar;
IF
Condition5
THEN SELL ("cover buy") this bar;
------------------------------------------

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,386 since Jul 2012
Thanks: 1,138 given, 4,384 received


Use limit orders. You'll either get your price, or better - or, you won't get filled at all.

What market are you talking about?

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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