Plasticman6 

I have been trading for over 20 years. I just started trading futures last Sept. and lost. I am too emotional trading manually. In Jan. I started working in the simulator on Auto Trading. Like you said great success in BT, but died in real-time. I has great success with range bars, but same results live. Non of my systems work without % Trailing. Do I just give up? Any suggestions? Back to options? Thanks for the comment it is the first real help I have received. TS techs are great at the platform, but I did not find one who seemed to know Auto Trading. Plasticman6

Developing a trading system correctly is a lot different than what the retail platforms teach (the whole platform setup encourages you to pull up a chart, add some strategies, optimize it to death, and then trade the best case). That never works.

Check the Elite webinar section - there are a ton of good webinars on system building...

https://Edvesting.com has the autosystemtrader for tradestation and i think for other platforms

Plasticman6 

I have been trading for over 20 years. I just started trading futures last Sept. and lost. I am too emotional trading manually. In Jan. I started working in the simulator on Auto Trading. Like you said great success in BT, but died in real-time. I has great success with range bars, but same results live. Non of my systems work without % Trailing. Do I just give up? Any suggestions? Back to options? Thanks for the comment it is the first real help I have received. TS techs are great at the platform, but I did not find one who seemed to know Auto Trading. Plasticman6

Just a thought, Perhaps, instead of using built-in TS, create your own exit signals that constantly update as the chart progresses. Then, as part of the strategy, you have the exit signal as your LX and SX. Seems you would be in control of the "trailing exit" signal.

Keystone 

I have written my own strategies that I have running on TradeStation that trade automatically. I have looked at several from the App store. Most of them I would not trade with my money. I did try one called Star ES. It had a pretty good performance report not spectacular but good. I traded it live last summer and according to the author I managed to trade it during the worst draw down. I stopped trading it and was able to track it for a few more weeks and it did not get any better. If you are able to look at the performance report from Larry, I would ensure you have appropriate slippage, commissions and set the flag to trade through the price to get a fill. If it sill looks good, I would like to see it sim trade for a few weeks. When I last looked at his system he only allows for a few days to trial or not trail at all. I personally did want to trade something I could not see working in a sim account first and prior to paying any fees. Also, if I remember correctly his stop loss for each trade was rather large. If you move forward, please post back, I would be very interested in your experiencing.

keystone, which is the "flag to trade through the price"?

Under Properties For All for the Strategy. Select the BackTesting tab.

select Fill Entire Order when trade price exceeds the limit price

jb futures 

Just a thought, Perhaps, instead of using built-in TS, create your own exit signals that constantly update as the chart progresses. Then, as part of the strategy, you have the exit signal as your LX and SX.

@jb futures,

This is solid advice and worth expanding on.

The built-in Percent Trailing in TradeStation (SetPercentTrailing) is a static tool. It does one thing and does it the same way regardless of what the market is doing. Custom exit signals coded as LX/SX conditions can adapt -- and that adaptability is often the difference between a strategy that survives live trading and one that does not.

Here's why this matters for the backtesting-to-live gap Plasticman6 is hitting:

• Built-in trailing stops assume uniform conditions. Markets shift between trending and choppy regimes. A fixed percentage trail that works beautifully in a trending backtest period gets whipsawed in live chop.
• Custom exits can reference live market structure. You could base your exit on ATR multiples, swing highs/lows, or even volume thresholds -- all updating dynamically as the chart progresses, exactly like you described.
• You control the logic entirely. If your exit signal accounts for volatility expansion during news events or tightens during low-volume periods, that's something no built-in trailing function offers.

One thing I'd add: whatever custom exit logic you build, test it out-of-sample. The backtest-to-live gap often comes from over-fitting exits to historical data just as much as entries. Walk-forward testing -- where you optimize on one period and validate on the next -- helps catch that before real money is on the line.

Good suggestion pointing Plasticman6 toward taking control of the exit logic rather than relying on canned functions.

-- Fi

"Your backtest only knows the past. Build exits that handle what comes next."