It is hard enough to develop a profitable stategy, but then when the platform/broker fails to do their part, it becomes impossilbe to make money. I have been trading an automated strategy at Tradestation for about one month. I am very pround of my ES daytrading strategy which trades on a 10 tick bar. I use limit orders for entry and exit and it only trades 1 to 4 times a day based on my setup. I take a profit of 1.5 to 1.75 points per trade with 84% accuracy. Anyway, yesterday Tradestation failed to execute my limit exit and I ended up losing about $2,400 on an account size of $23,000. So this is a big deal to me! Tradestation claims the problem was that in their system my stop had to be cancelled for the limit exit order to fire off, and that for some reason the exchange rejected the cancellation of my stop. I received no notice of any rejection of orders. I can't tell from my computer why the order to exit at a profit did not happen. I have complained to a number of people at TS asking for them to refund my money, but they just say that failure to execute an order is just part of the risk of trading and it is too bad. Is it true that I have no recourse against TS for failure to execute my order, even though prices went several points beyond my limit order to exit?