Changelog
Follow up on the latest improvements and updates.
RSS
NEW - Condition Failure Template
A new approach to scheduled trades with conditional entries allows you to select a second trade template to be entered if the Entry Condition is not met. When you configure a Condition Failure Template, then your trade will always enter either the normal Trade Template or the Failure Template depending on the condition value.
This is especially helpful for things like EMA trades. For example, you might use the EMA5 > EMA40 Condition and if it is True at execution time, then you might enter a Put spread template, but if it is False then you can use the Failure Template to enter a call spread instead. (This eliminates the need to have two entries in your schedule for each EMA entry time.)
Performance Improvements
Version 3.2 includes a completely rewritten TAT Scheduler engine, built to improve UI responsiveness and performance, especially for TradeStation and Tradier users.
Trading New Features / Changes
- Added ES, SPY and QQQ prices as inputs for Trade Conditions.
- Include extended hours data for SPY and QQQ in EMA calculations.
- Update BP calculation for PctOfNetLiq entries at TradeStation to count BP required for both put and call sides if they are different widths.
UI and other Updates
- Added Short Bid and Short Ask columns to the column chooser on the Dashboard trade grid.
- Added ContractCount towards your subscription level to trade export.
- Updated logic for SPX previous close to use proper settlement value for IBKR, instead of 3:59 bar provided.
- Improved outdated quotes detection and recovery for TradeStation
- Added broker logo to top of TAT Dashboard page
Bug Fixes
- Corrected issue where ShortStrangle trade type commissions were sometimes not saved properly for IBKR trades.
- TAT for Tradier will no longer automatically connect during the midnight reset process, if you had disconnected on purposes during the day.
- Corrected issue that resulted in Tradier SPX price estimation being off on days with a large gap at the open.
This update includes several small changes and bug fixes. It is a recommend upgrade for everyone.
Important Change - Premium & % of Net Liq Allocations
- Added Min Qty to Scheduled and Triggered trades set to use PremiunAllocation or PctOfNetLiq Qty calculation. This is a change in current behavior and could result in trades not being entered if you previously allowed TAT to open a minimum of 1 contract even if your allocation was too low. More Info
Trading New Features / Changes
- Update Slippage calculation for trades with stop set to Short only and excess longs being resold to only count the difference between the stop trigger price and the fill price for the short leg stop order only, ignoring the resold long.
- Require daily profit target amount to be met for 15 seconds consecutively before trade closes trigger. This will prevent closing trades early, due to a quick spike or erroneous pricing information on a given trade resulting in a temporarily inaccurate profit calculation.
- Added the ability to select trade strikes based on a specified distance from the open price (SPX only) More Info
- Automatically cancel trade entries at IBKR in the event the order is rejected due to low buying power. This will prevent repeated attempts all resulting in rejected orders while stop orders from existing trades may have been cancelled while working the new trade.
Bug Fixes
- Automatically recovery if VIX data stream is outdated for TradeStation
- Correct order entry issues at TradeStation for users in regions with comma decimal separators using PctOfNetLiq allocation.
- Better handle the unexpected situation where TWS returns a duplicate orderID error, but allows the order to activate anyway.
- Fix to correctly handle SPY and QQQ strikes at .50 increments for TradeStation
- Additional logic to refresh outdated market data at TradeStation in the event a close order doesn't fill properly due to incorrect price for the long option.
- Update SPX estimation logic for Tradier which was sometimes slightly off later in the afternoon.
- Added Max width to the Trade Template dropdown in the system to keep a long template name from causing the dropdown to grow and push other items off of the screen.
- Correct logic to saving closing price which was incorrect in a specific scenario involving long call and puts trades close with partial profit target and then stopped out the remaining qty.
This update includes several small changes and bug fixes. It is a recommend upgrade for everyone.
Trading New Features / Changes
- Improve wide bid/ask trade abort checks to allow for wider bid/ask spread for higher priced trades.
- Added additional safety check to ensure that live stop orders are correctly on either vertical or short legs only.
Bug Fixes
- Improvements to recovering IBKR lost data feeds.
- Correct SPX ticker used for TradeStation 1 minute bar data, which had resulted in incorrect opening price in some cases.
- Fix for VIX opening price for IBKR when it wasn't printing as quickly after the open as expected.
- Prevent TAT from erroneously trying to convert debit trade to short only stops at the schedule time.
- Corrected for an issue with Tradier not activating entry orders as expected, which resulted on one occasion with extra entries opened for several users.
- Corrected an issue at IBKR which rarely resulted in an extra entry, if a trade entry was cancelled by TAT prior to a fill notification being received, but was then subsequentially partially filled at IBKR.
new
improved
fixed
v3.1.52 Maintenance Release
This update includes several small bug fixes. It is a recommend upgrade if any of the changes below are relevant to your trading.
Trading New Features / Changes
- Adds support for ExpectedMoveBreach triggers (R1) for TradeStation trading.
- Adds logic for IBKR REL orders for TAT to automatically adjust the REL limit price to be $2 above the limit trigger price, if the user's configuration of the REL order resulted in a REL limit below the stop trigger price. This should prevent the situation where REL stops do not fill because of the limit price accidentally being set too low.
Bug Fixes
- This release includes updates for ES contract selection from v3.0.19 that were left out of release 3.1.50.
- Fix for Tradestation installations not resetting the trade list overnight in some situations
- Bugfix for partial profit target fill at Tradier, which in some cases resulted in re-submitting stop order for the original, full trade qty, not the reduced amount after the partial fill.
This update is recommended for all users. It adds several new features and corrects several minor bugs and it is required for trading with TradeStation or Tradier.
TradeStation & Tradier
Trading at TradeStation and Tradier are now available for all TAT users.
Trading New Features / Changes
- Added % of Net Liquidity as an option for determining the quantity for trade entries. More Information
- Ability to change Min OTM settings to target IronFly trades not centered at the money (ATM)
- Added SPXChangePts and SPXChangePct (current price compared to prior day close) as options for Trade Conditions.
Other Updates
- Updated underlying IBKR API version to hopefully support more stable connections to TWS
- Ensure webhook trades are not entered if webhooks have been disabled on the Settings page.
Bug Fixes
- New safety features to avoid ensure live data is available and stop monitoring is functioning properly.
v3.0.19 maintenance release is available now.
IMPORTANT: If you trade ES options, this update is required.
Bug Fixes:
- ES options trades not executed with non-weekly expirations
- Stop Limit offset setting lowered to .40 for high value stops (10.00 or more)
- Daily profit target not firing as expected if you have calendar trades open.
v3.0.15 maintenance release is available now.
This release corrects an issue with contract selection on dates with quarterly and weekly expirations, such as is coming up this Friday March 20th.
IMPORTANT: If you trade ES options, this update is required.
If you do not trade ES, this upgrade is is optional.
v3.0.14 is now available. This release fixes one issue that has appeared recently for some users running the newest version of TWS.
Bug Fix
- Don't replace stop orders cancelled at market close
Context
A recent behavior change in TWS has started cancelling 0 DTE stop orders immediately at 4:00pm ET. Previously, those orders remained in TWS until approx. 4:45pm. With these immediate stop cancellations happening in some cases before TAT marked the trades expired, TAT will attempt to replace the stop orders (if extended hours stops were enabled on your trade template), which TWS was rejecting.
With this update TAT, will not replace stops after market close, until the end of day expiration process marks 0 DTE trades expired.
This update is
highly recommended
for all current users. It adds several new features and corrects several rare situations that could interfere with stop order placement.Trading New Features / Changes
- Added the ability to use the short leg or long leg only as the basis for the stop price calculation.
Other Updates
- Ignore positions for stop monitoring purposes for tickers that are not enabled for trading in the TAT settings. (i.e If you don't trade SPY with TAT, then it will not provide any warning about SPY positions/order)
- Added new logic for IBKR to monitor VIX and SPX data after the market open and pro-actively restart the data stream, to avoid issues where a trigger is received but skipped due to outdated VIX or SPX condition data.
- Update logic so that TAT can split ShortStrangle trade types (similar to previous logic for IronCondor-Full and IronFly trades types)
Bug FIxes
- Better handle rare situations where IBKR TWS is slow to respond to requests to cancel an entry order after exhausting fill attempts. Previously, if the cancel notification was delayed, in rare cases TAT could end up opening a second entry order while the original order was still active, potentially resulting in a duplicate entry.
- Added additional safeguards to trade entry process to ensure stop placement logic is running properly, before allowing a new trade to be triggered.
- In the event TWS does not provide correct execution data for a trade entry order that filled, resulting in a $0 opening price, TAT will schedule the trade to be closed immediately as a safety procedure, since it would not be able to calculate a proper stop value.
We are very excited to announce that support for two new brokers is coming to Trade Automation Toolbox!
and
Both TradeStation and Tradier offer aggressive commission plans starting at $0.00 + fees for TAT users and will support trading SPX, SPY, and QQQ with TAT. To take advantage of these amazing commission deals you'll need to create your account using our exclusive landing pages: Tradier TradeStation
For more information on which TAT features are supported at each broker, check out our knowledge base.
We will be slowly rolling out these new brokers to our users to ensure these new integrations work perfectly. If you would like to add your account to the beta waitlist, sign in to the TAT website and click to Join the Waitlist.
Load More
→