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This can be done in Tradestation by creating a strategy with Intrabarordergeneration ON and using the PlaceOrder command for your order. The strategy needs to be on a chart with an index symbol that updates every second, and you'll need to use ComputerDateTime to get the seconds from your computer which also means you need to make sure your computers clock is in sync. Since the symbol you are trading is probably on a different chart you'll also need to use the GlobalVariables to communicate between the charts. Or, you could just use MultiCharts.
