A major pitfall with trying to autotrade with Tradestation is that, for some reason, charts will suddenly stop updating even though there was no disconnection from the network. Since Tradestation strategy orders don't send stop orders until the price is hit on the chart you are left without a stop since the chart is frozen at some prior price even though the quotes sail right through your stop. All you can do is a control R which will refresh your charts but will also disable strategy automation since your real world position no longer matches the strategy position on your chart. This happened to me again today and is extremely frustrating since the only solution Tradesation customer support will offer is to delete the cache folder. This fixes the problem but they offer no solution as to why it needs to be done and why it causes the charts to stop updating in the first place. This problem has only started since I "upgraded" to 8.1.
Yes and TradeStation 8.1 has another problem: it will not notify the clients when an order is canceled and/or replaced. This means your stops are never updated so it's better to stick with 8.0 if you're using 3rd party order routing software. Francis