TradeStation Help

Calculating Strategy Orders on a Real-time/Delayed Basis

During market hours, the TradeStation network provides price data trade-by-trade. As each trade is received, TradeStation calculates whether or not the entry or exit criteria of an applied trading strategy are triggered by that trade price. If a trade price is received that matches the criteria of the strategy, TradeStation issues a signal at the exact moment the trade price is received.

It is possible to both enter and exit the market on the same bar. TradeStation handles both entries and exits in the order in which the trade prices are received. If the exit signal of a trading strategy is triggered first in a bar in which both the entry and exit criteria of a strategy are met, TradeStation handles the exit criteria in the following ways:

TradeStation can calculate the entry and exit criteria of your trading strategy with great precision and enter and exit the market based on exactly what is happening in the market when one or more of the criteria of your strategy are met.