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Help needed on Strategy Property - Automation
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Help needed on Strategy Property - Automation

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Trading Apprentice
Singapore+Singapore
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: ES
 
Posts: 10 since Jun 2015
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Help needed on Strategy Property - Automation

Hi all,

I have problem to understand the real meaning of following description related to Strategy Property setup for Automation from TS help file:

"In the past, automated trading through strategies may have filled non-historical orders independently of what happens to the order in the real world. Differences between actual fill prices and strategy fill prices (which make profit targets and trailing stops problematic) and cases where a strategy assumes a fill while the order remains unfilled in the real world (which may cause the strategy to become 'out-of-sync' with the real world) are two of the most common side effects. To address these issues, use the appropriate option below to allow non-historical strategy orders to be filled based on feedback from the trade server. "

What's the real problem TS want to solve here? Is it related to the real order in the market which is not filled by strategy. Or it is the dummy order shown on the chart after we adding in the strategy but it is not existed in the real trading world ?

I am really confused here. Please help provide some real example to help me understand.

thx.

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