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Hi Bob,
A function to help you keep track of real time positions is
GetPositionQuantity. You may be able to use this function,
CurrentContracts and some IntraBarPersist variables, in combination of
your strategy code to configure out what is happening. Still, coding
for automation can be tricky.
Coding will be simpler if you don't trade multiple strategies on one
symbol in one account. You can do that by simply setting up different
accounts for different strategies. This is not perfect, but it's a
solution.
Harrison
robert pisani wrote:
I'm thinking of using TradeStation as a clearing firm.
1 - Does anyone with an ECM have experience clearing through
TradeStation Technologies? Any comments about your experience?
2 - Is anyone trading automated Strategies through their clearing firm?
If so, there is a little problem with using an automated TS Strategy
that I can't seem to get resolved by anyone at TS, namely how can a
Strategy get automatic notification of price and time and number of
contracts filled? I realize that I can get fill information visually,
but I want a TS Strategy to know, for instance, after a buy limit is
given for five contracts at 1282.25 that only three contracts got
filled, and at what price and when, so that the Strategy can take
appropriate action automatically. Can someone tell me how to do that?
Thanks,
Bob
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