I don't know if this is actually the case or not which is one of my main reasons for posting - can anyone confirm if it is? The theory here is that they use one broker & therefore hopefully use that brokers prices for their data source. It obviously also means that my backtests are giving me inaccurate data.ġ: Don't use limit orders for fx strategiesĢ: Change datafeed or broker (although I suspect that whatever combination I use the problem will still exist)ģ: Swap to TS8. This means that I have to decide whether to take the brokers current price, or sit & hope that the limit is hit. (I don't just mean due to the spread either - the discrepancy can be significantly greater than that). This is causing me a consistent problem since the lack of a central exchange means that there is no definitive 'current price' at any given time: The problem is that my datafeeds prices are more volatile (the lows are lower, and the highs are higher) than my brokers' prices, so TradeStation can tell me that my orders have been filled, but my brokers price may not have reached the same level. using TradeStation for developing fx strategies, perhaps you could help? (I am using TS 2000i and eSignal)Ī strategy i'm trying to use relies on limit orders to exit most trades.
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