ATC Trader User Guide    

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TradeStation Automation


TradeStation Interface via email notification

ATC Trader captures TradeStation signals and parses the email notifications coming from TradeStation. ATC Trader supports all type of email strategy notification; all types of orders (market, limit and stop); optional manual confirmation; symbol mapping; advanced account assignment; redirection email notification to user’s email client. In order for signals to be captured from TradeStation the local SMTP port cannot be busy. Moreover, only one ATC Trader on the computer can capture signals. TradeStation and ATC Trader Settings

System requirements

1. If using Windows Professional or above, please be sure that Windows SMTP service is disabled.
2. Open the Control Panel from Windows Start menu and go to the Administrative Tools > Services application. Disable the Windows SMTP service, if it is installed and started: use a right click to open Properties of this service. Change Startup type to Disabled and press Stop and OK.
3. If you use an SMTP service of another provider, please stop this service or re-configure it to not use 25 port.
4. Be sure to close all other TradeStation capture applications. These applications use port 25 too.
5. Check your firewall settings. The SMTP port should not be prohibited for local use.
6. Only one instance of ATC Trader can capture TradeStation signals at once.

Configuring TradeStation

1. Open the TraderManager Tools in TradeStation

2. Open the TraderManager Preferences via View in main menu of TradeStation.

3. Set email notification for Strategy Active, Canceled, Filled and Replaced Order

4. Check Enable e-mail notification and press Configure...

5. In the message dialog box enter any address for the From email address field, your email address to To field and LOCALHOST or 127.0.01 in SMTP Server name field.

Configuring ATC Trader

1. From the main menu of ATC Trader open File > AutoX Capture > Capture Settings

2. Fill out the From field with the same email address in TradeStation Messaging.
3. Check Outgoing SMTP and Redirect Strategy messages boxes, if you want to redirect the TradeStation messages to your email client.
4. Check Enabled and press OK

Other options

  • Enabled: Start capturing TradeStation signals
  • Manual Confirmation: Asks for user a confirmation on all TradeStation reports. User can review corresponding order and send, modify or cancel, decline report and corresponding action, or allow it to execute corresponding action immediately.
  • Send mode options: manage how and when an ATC order will be sent depending on state of related TradeStation Strategy Order.
    • Send market order on Filled report. A market order will be sent, when a TradeStation Strategy order is filled. All other types from TradeStation reports are ignored and skipped. If the order is cancelled, no actions are performed at all. This option ensures the most accurate synchronization of positions (during this process, if positions are synchronized initially)
    • Send signals AS-IS. ATC Trader sends an order that is identical to the TradeStation Strategy order description, except short order side (sell short treats as sell, buy to cover treats as buy). Because TradeStation Strategy orders and ATC Trader orders are filled in different environments the TradeStation Strategy and ATC Trader positions could become unsynchronized.
    • Send AS-IS, but convert to market on Filled report. The same as previous option, but a conditional order will be modified to a market order on a Filled report from TradeStation, if an ATC Trader order is not filled in selected timeout.

    - Don't use Market for eCBOT. Currently ATC Trader does not support modify requests from Stop/Limit/Stop-Limit to a Market order for eCBOT contracts. So, all modify requests on Filled Report for eCBOT contracts will be rejected. As a workaround, this option allows us to simulate market orders via opposite a order type. Example: A Stop order will be modified to Limit order with the same price and vice versa.

    - Desynchronization Timeout displays an alert, if the ATC Trader order has been filled, but the TradeStation Strategy order is still working (no incoming Filled report for this order).

    *Note: To decrease desynchronization of positions a market order will be sent on a Filled report from TradeStation in the case of a Send signals AS-IS. If the original order is rejected and the reason is related to trigger price the reason will contain trigger price.

    Redirect messages and notifications

    It is possible to redirect all incoming messages to 3rd party SMTP-enabled software, including 3rd party email services. Note: The 3rd party email service may require authentication. The client will need ask for this information from his internet provider to be able to fill out the host, port and authentication fields of Outgoing SMTP group box to enable this feature. ATC Trader can send connection status and internal error notifications through the selected redirect point and deliver to the elected email addresses. In addition, it is possible to send the notifications as SMS to cell phones. The client can simply type his cell phone number in the Send error and connection notifications to: field.

    SMS Examples

    Alltel
    6505551111@alltelmessage.com

    AT&T formerly Cingular
    16505551111@mobile.mycingular.com or 6505551111@mobile.att.net
    (Not sure which format to use? Contact AT&T for more information)

    Rogers Wireless
    6505551111@pcs.rogers.com

    Sprint PCS
    6505551111@messaging.sprintpcs.com

    T-Mobile
    6505551111@t-mobile.net

    Telus Mobility
    6505551111@msg.telus.com

    Verizon Wireless
    6505551111@vtext.com

    Mapping

    There are two modes of mapping: Simple and Extended. Simple mapping has two maps: one maps the workspace name to account and the other maps the symbols. Symbol map is assigned to workspace. Default symbol map is used for references only.

    • Account Assignment group box maps the workspace name of the incoming signals to an ATC Trader account. The signals from non-defined workspaces are ignored. One workspace can map to one account.

    • Symbol Mapping: Converts TradeStation underlying symbol names and price scales to ATC Trader. Additionally, it maps corresponding TradeStation continuous contract to specific ATC Trader contract. Each workspace has its own mapping. If the symbol is not defined in the mapping, its signals will be ignored. If there are no selected workspaces the Symbol Mapping will show default mapping. The settings from this mapping are used at the time of workspacerelated mapping editing.

If there is required to map 3rd symbols like ES:ESM8 or just specific contract instead of underlying symbol, user have to use more flexible Extended mapping.

Extended mode uses the incoming workspace name, TradeStation symbol and the interval to map to the ATC Trader account and contract.

The above mapping says:

1. @ER2 TradeStation symbol from any workspace and any interval chart should be treated as ER2M8 contract and processed through VIC02 account

2. any ES TradeStation symbol from any workspace and any interval chart should be treated as ESM8 contract, processed through VIC01 account with price multiplier = 4 and quantity multiplier = 2

3. all YM TradeStation symbols from workspace ES System and any interval chart should be treated as corresponding YM contract by default symbol mapping rule (e.g., YMM08 => YMM8), processed through VIC01 account with quantity multiplier = 2

User can add and edit these mapping via the AutoX Mapping dialog box (as seen below):

This dialog show the rule that accepts all signals and routes to TESTCME account with quantity multiplier = 2

Extension

  • Install TS Extension: This checks the installed version of the TradeStation extensions and recommends installing the latest version if it is obsolete or missing. Please see API functionality inside EasyLanguage topic for details.

  • Extension Enabled: Starts revealing API functionality to TradeStation. If this check box is unchecked TradeStation Extension has no access to the API. Please see API functionality inside EasyLanguage topic for details.

    • Process

    1. Insert any strategy in Chart Analysis in TradeStation. Be sure that the simulated mode is turned on.

    Enable: Generate Strategy Orders for display in tradeManagers strategy orders tab under Automation in TradeStation

    Turn on AutoX in ATC Trader by double clicking on AutoX, the light will be green if it is on

    Log

    A log of TradeStation interaction is stored to file and can be viewed inside the ATC Trader using the AutoX Log window.

    File > AutoX Capture > Log

    Queued Messages

    All TradeStation messages are queued in the case of a lost of connection to the Servers and pushed to execution after a successful reconnection. In addition, ATC Trader pre-processes the queued messages with following rules:

    1. If queue contains Active message and corresponding Cancel is incoming => no order will be sent on reconnection.

    2. If queue contains Active message and corresponding Replace is incoming => modified version of order will be issued instead of original one

    3. If queue contains Active or Replace message and corresponding Filled is incoming, market order will be issued.

    4. If queue contains two counter Active messages with equal quantity, workspace, interval and symbol and both marked as Send as MKT, these orders will be removed from queue (closed by counter order)

    A user can view the current queued messages via the File > AutoX Capture > Queued Orders dialog box.

    API functionality inside EasyLanguage

    General

    Implemented in ATC Trader is a TradeStation extension that provides the full functionality of the API inside TradeStation strategy scripts. The extension has 457 functions that reflect all objects, properties and methods of the API. API code is called from the extension indirectly. The extension allows a strategy to avoid the limitations of TradeStation. The TradeStation strategy will have access to ATC Trader average positions, account balances, basic and advanced orders, handle failure situations, avoid synchronization troubles, and etc. In other words, TradeStation + extension provide one more programming environment that can be used by TradeStation-related programmers instead of .Net environment. This extension can be used independently of the email notification capture feature (send orders through extension instead of TradeStation constructions) as well as together. A strategy could get extension functions to obtain positions and balances, but use TradeStation construction to send orders.

    Infrastructure

    The scheme below shows the process boundary, inter-process communication via .NET remoting, and data flow.

    So by this scheme, ATC Trader shows all order manipulations real-time from the TradeStation’s strategy and vice versa. The strategy can take into account user operations, real ATC Trader positions and prices.