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Does the Trade Station Simulator really suck this bad?
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Created: by ralett Attachments:0

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Does the Trade Station Simulator really suck this bad?

Elite Member
Thousand Oaks, Calfornia
Trading Experience: Beginner
Platform: Ninja, TradeStation, TOS
Favorite Futures: CL NG NQ RTY
Posts: 8 since Mar 2018
Thanks: 5 given, 4 received

Does the Trade Station Simulator really suck this bad?

I have been trying to manually sim trade a price action based strategy using Trade Station and having really bad results even though modeling (both static and automation) shows that the strategy should be profitable.

I am using Trade Station 9.5, trading multiple contracts, using OSO orders and chart trading . I place a buy or sell stop on the chart using the keystroke shortcuts. Once the order fills it then places stop and limit orders according to how I have the OSO template set. I am using momentum bar charts so the bars can paint rapidly when price is moving rapidly given that the chart does not depend on time.

My issue is with extreme lag and slippage in the simulator. The price action paints on the charts just fine so the data feed seems solid. I have compared it to other platforms and data feeds to confirm. However, orders seem to be very slow in filling when there is rapid price action.

I often see 5-10 second lag in orders being filled after the price has hit the buy or sell stop level on the chart. Of course, this results in 5+ tick slippage frequently. I have also see 5+ tick slippage on fills even when price is not moving quickly although this is less frequent.

I have also seen orders fill at 5+ ticks away from my buy/sell stop order even if the price has not hit that fill price on the chart. For example, this morning I placed a sell stop on RTY at 1479.90. The order filled 2 bars later (which was about 90 seconds) at 1479.50 even though the chart did not show price reaching the 1479.50 until three bars later (which was about 8 minutes later).

I also see stop and limit orders temporarily disappear from the chart when I move them. They reappear eventually, but it's very challenging to watch price moving past where you think you have an order set but not really knowing because of issues with those orders showing up on the chart after you move them.

SO my basic question is this: Does the TS sim really suck this bad? Are there any simulators that work well for trading price action on equity and energy futures? How about Ninja, is their simulator any better?

I stopped using TOS because the charts would freeze (which is worse, actually) so that's not an option.

Any help or insight is appreciated!!!

The following user says Thank You to ralett for this post:
Market Wizard
Cleveland Ohio/United States
Trading Experience: Advanced
Platform: Tradestation
Broker/Data: Tradestation, DeCarley, others
Favorite Futures: futures
Posts: 2,619 since Jul 2012
Thanks: 1,353 given, 4,977 received

I've used Tradestation for about 15 years, and I'd never believe their simulator. It is good for testing automation, but not for evaluating any performance results, in my opinion.

If you have any questions please send me a Private Message or use the "Ask Me Anything" thread
The following 2 users say Thank You to kevinkdog for this post:
Trading Apprentice
Trading Experience: Intermediate
Platform: TradingView, Seasonalgo
Favorite Futures: CL,ES,GC,Spreads
Posts: 44 since Oct 2010
Thanks: 137 given, 37 received

I have never used Tradestation. Supposedly the best simulator on the market is Trading Technologies. It does a pretty sophisticated queue simulation for limit orders as well as stop fill estimation.

I'm not sure if it supports your kind of chart type (momentum bars) though. Also, non-standard bars can be tricky to trade, because of the extra computing step, as well as the fact that they don't necessarily show the "true"price.

The following 2 users say Thank You to drm7 for this post:
Market Wizard
Houston, TX
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
Posts: 2,839 since Dec 2013
Thanks: 2,283 given, 5,015 received
Forum Reputation: Legendary

drm7 View Post
Supposedly the best simulator on the market is Trading Technologies. It does a pretty sophisticated queue simulation for limit orders as well as stop fill estimation.

Yeah its pretty good. Where as in Tradestation you have either filled when touched, or filled when penetrated with TT you can define the exact number of contracts that needs to trade at a price for you to get a fill. Additionally you also define your latency, so you can model your fill speed more accurately - very important with spreaders/arbitrage etc. TT doesn't auto/indicator trade the way Tradestation does though.

The following user says Thank You to SMCJB for this post:
Trading Apprentice
Port St. Lucie, FL
Trading Experience: Advanced
Platform: Tradestation 9.5
Favorite Futures: Emini
Posts: 15 since Jul 2016
Thanks: 9 given, 7 received

To answer your question - YES

I have A LOT of experience in the sim environment on Trade Station.

I can tell you this.. Most of the time it does work pretty well - But if the market you are trading suddenly gets quick - You will see a lag and all kinds of crazy things can and will happen.

I have had times when after my sim order is finally "Filled" (After lagging for minutes) I will be up or down hundreds of dollars and the fill price was not even anything that would have been possible.

So to basic and easiest answer to your question is - Yes it does suck at times and there is nothing you can do about it.

I have called tech support many times about these issues and finally got a straight answer out of them which was this:

"We spend our time and resources making sure the live trading environment work perfectly. The sim environment is pretty close to accurate but if you are day trading you will see discrepancies". They used to have 10 different servers to handle the simulation trades, but they down-graded to 2 servers a year or so ago. So I guess that shows you where their priorities are.

On a positive note I use Tradestation as a broker as well and have NEVER seen any slippage or had any errors of any kind when trading with real money in the live environment.

Hope that helps - At least now you know it is not you


The following 4 users say Thank You to Donovan2580 for this post:
Elite Member
Thousand Oaks, Calfornia
Trading Experience: Beginner
Platform: Ninja, TradeStation, TOS
Favorite Futures: CL NG NQ RTY
Posts: 8 since Mar 2018
Thanks: 5 given, 4 received

Thanks for the replies.

Donovan2580, you have described exactly what I see almost daily trying to trade equity futures (NQ, YN & RTY) and CL in the TS sim.

My strategy is price action based using momentum or tick charts. I have specific entry targets and exit points. The trades work fine when price action is slow and volume is low, but my trade pan calls for trading at the market open for equities and from about 9:00 AM EST on CL. I also trade the weekly crude oil report. The TS simulator is useless during these high volume/fast action periods.

I tried Ninja today for the first time. The sim worked flawlessly! Trades filled on YM, NQ and CL almost instantly, never had more than 1 tick slippage. After about 30 minutes of trading with 5 contract trades and I was up $4K and done for the day. That's how it's supposed to work!

The following user says Thank You to ralett for this post:


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