SL and TP are not showing on Tradestation on first candle

Hi,


I noticed a problem with SL and TP on Tradestation. It can be observed both during the backtest in SQX, but most of all it is important during the operation of the strategy itself on the TS platform.


On MT4, when a strategy opens a position, SL and TP are immediately published to the broker, which I consider logical and correct.


In my Tradestation SL and TP are not published on the first candle the strategy enters. 
Only when the second candle opens, do the SL and TP orders occur.


I observed the same behavior for various strategies from M5 to H1.


In the case of medium intervals like H1 and very large price movements in a short time, this sometimes leads to serious uncontrolled losses.


I don't know:


1. Is it a bug?


2. Is it a deliberate operation of the SQX code in Tradestation to align the results with the imperfect "no testing with higher precision"?


3. Is the problem of TS or some setting in TS?


I am enclosing an example strategy and a screen with examples of SL higher than 100 pips set in the strategy. 


Pointed out the examples are openings and closings on the same candle with higher SL than set.

Attachments
ADX_Tema_test.sqx
(173.24 KiB)
screen1.png
(258.52 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Michal

04.08.2022 13:44

Task created

E
#2

Emmanuel

06.08.2022 15:33
Voted for this task.
TT
#3

Tamas

31.08.2022 10:12

Status changed from New to Fixed

Yes, this is correct behavior. SL/PT is set on the next bar in TS platform
TM
#4

tmatejka.

31.08.2022 11:55

Attachment image-0.png added

image-0.png
(145.53 KiB)
if you want to place SL orders immediately upon order fill you need to use Trading Options -> Use Initial SL & PT. See the image attached
m
#5

Michal

29.12.2022 18:11
Thanks a lot! :)

Votes: +1

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