I'm just starting to program my TS strategies with the NT DLL interface for order placement.
I have used the SMTP for over a year and have always selected the "Submit market order if stop order was rejected" checkbox in Options--> ATI--> Tradestation Stop Orders area.
If I submit a stop order through DLL interface and it is rejected, will checking this checkbox still submit a market order for me?
(I want it to submit a market order if I get a rejected stop order because some TS strats are restricted from using tick by tick evaluation-- end-of-bar only because I'm using multiple datastreams. In turn, not having tick-by-tick evaluation in TS means I can't replicate the functionality of checking for a rejected order a few seconds after the order was placed; I would have to wait until the end of the next bar, which in some cases could be many minutes later depending on the timeframe.)
Thanks.
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