I'm write a strategy in Tradestation and want to implement a limit order that is only valid for (n) minutes. E.g. enter a limit order at the low of the close of the current bar and if i don't get filled in 15 minutes cancel the order. From what i understand from the TS documentation, if an order isn't filled by the end of the next bar, the order is cancelled. Has anyone had any experience with the type of orders i'm trying to do? Many thanks!