Has anyone else ever noticed the inflation of strategy results when using percent trailing stops on 15 min bars or greater in Tradestation? I also posted a question asking if TS7 can automate through IB on their support forum, and they deleted it. If anyone who has done this can shed light on this for me, it would be much appreciated.
should have done my homework on this. for anyone looking for TS7 automation into IB TWS, check here: http://www.interactivebrokers.com/discus/messages/2/245.html?1049769352
here's the problem with percent trailing stops on longer time bars: in real-time, you can see trades executed and even see the stops hit if the market goes to the right point to fill. but...the next day when you load up your charts, the TS software can not distinguish which point came first on any particular bar - the high or low - so it calculates figures that are not entirely accurate. try to shorten the bars' time length or use point trailing stops to lessen the effect of this common TS problem. it can be done! Pete
If you're testing using 15 min bars, turn on the "look inside a bar" option in TS7 (it's called something else in TS6 - I don't remember what though). With this option, you get better accuracy because TS7 turns the 15 min bars into 1 min bars internally and does the strategy analysis on those bars. -eLindy