The TradeStation interface for NeuroShell Trader does not work well for automatic integrated trading of Stop and Limit orders.
The TradeStation interface was programmed without feed back to NeuroShell Trader on order fill prices nor does it allow order cancellations to be sent to TradeStation. The net result is that when orders are filled by TradeStation, the information is not transmitted back to NeuroShell Trader. Instead NeuroShell Trader simply uses incoming price action to “estimate” whether the orders are filled. Additionally, there is no code for cancelling orders, which means that when NeuroShell Trader tries to cancel a stop or limit order (which it is assuming is still open), there is no functionality provided in the TradeStation interface to actually cancel the order.
The TradeStation Brokerage interface will work for market order only trading systems (i.e. orders get sent out, orders get filled immediately by TradeStation and NST assumes order is filled immediately as well and no canceling or order is required).
Both the Interactive Brokers and the FXCM interfaces have fill price feedback and cancelling of orders. As a result, if you want to use automated trading with stop/limit orders, then we would recommend using Interactive Brokers of FXCM (if you are outside the United States).