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TS - NT Automated Strategy

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    TS - NT Automated Strategy

    On the Order Handling Options for Tradestation I have a setting of 'Submit As-Is' and convert unfilled amount to market after 5 seconds.
    I noticed on several occasions that when TS sends a 'Strategy Active Order' email notification to Ninja Trader for a limit order, it's possible that NT will fill the order but TS will not and cancel it instead. In this case, TS will not send the email notifications to NT for the OCO stop loss and profit target orders. I know there is an option for 'Submit Market order on TS fill', but I'm wary of using this because of slippage. Does anybody have any idea to avoid this from happening?

    #2
    That is very strange since if your order fills, the market really filled your order and thus TS should get a last trade print which shold trigger their limit order fill.
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