Updated TWS Recommended Version

After running TWS 10.45.1g for weeks without any problems, we have updated our recommended version of TWS to 10.45.1g. If you would like to upgrade, this version is available for download on the TAT website. This is an optional upgrade. Version 10.39 will continue to work moving forward.

TAT 4.4.103 updates and fixes:

4.4.103 is a recommended update for all users. This release addresses a number of small issues since the 4.4.91 release.

• Improved: TWS/IBKR data outdated not recovering as expected and improved outdated quote detection.
• Improved: Added limits on delta targeted calendar trades to be sure a trade is not selected that is too far from target deltas due to partial data loading issues.
• Added: New option in settings to allow users to complete disable conversions from vertical to short stops. (Only use this with very narrow spreads when you are positive the long leg will always have value.)
• Fixed: Custom trades with a single long leg did not close properly in some situations.

• Fixed: Fill progression would not progress as expected below the Min target price when using matching Min/Max values
• Fixed: UI issue where bottom of trades list was pushed off screen when the daily contract warning message was visible and you were unable to close it.
• Fixed: Situation where TradeStation OCO orders with profit target and stop loss would accept one order but error out on the other order and TAT wasn't properly logging the status on the successful order.
• Fixed: Problem with partial fill entry not resetting the quantity as expected with split profit target orders.
• Fixed: Stop adjustment linked to Profit Target level could trigger too soon, before the PT order was filled.
• Fixed: ES pricing increment rules were updated by CME recently and TAT needed updated to match.

4.4.91 is a recommended update for all users. This release addresses a number of small issues since the 4.4.81 and 4.4.86 releases.

• IBKR trades blocked due to outdated data warnings. Improved logging of these occurrences and tweaked logic to prevent false positive warnings.

• Fixed: ExpectedMoveBreach (R1) triggers would not fire in some situations.

• Fixed: Schwab opening order logged at $0 in some rare situations.
• Fixed: Partial profit target orders use quantity to close the full trade at TradeStation and Schwab in some cases, not the intended partial quantity .
• Fixed: Trades with exits set to minutes in trade, were causing problems in 4.4.81/86 releases.

4.4.86 is a recommended update for all users. This release addresses a number of small issues since the 4.4.81 release.

• Tradier delta not properly loaded for longer DTE trades opened on prior days.

• ES data not loading as expected at IBKR.

• Next OrderID error at IBKR if the next orderID is really 1, because you've never traded at IBKR at all.
• Schwab fill progression going slower than expected.
• R1 breach trigger fired twice at Tradestation. Added code that should prevent that.
• Fixed scenario where fill progression logic could continue to adjust price beyond the min entry price targeted.
• Loaded market data 1 minute earlier for upcoming scheduled trades since TWS is slow to feed all contract data over.
• Switched EMA calculations at Tradier to use SPX since they added live SPX data. Up until now it was using SPY, even for SPX trades because that was all we used to have.

TAT v4.4.81 is now available with a number of fixes and improvements. This is a recommended upgrade for all users.

Dynamic Data DTE Subscriptions

This version include a new approach to managing options data subscriptions for longer DTE trades. Instead of requesting longer DTE data all day via TAT Settings, TAT will now automatically subscribe to the needed DTEs just before scheduled trade entries that need the data. This will significantly lower the number of "lines" of data that TAT needs from IBKR to support longer term trade like calendars.

More Information about this new configuration can be found here.

New Features

• Added the ability to review scheduled tasks logs for up to 7 days. See the new Task Log option on the Reporting page.
• Safety Feature - Detailed monitoring of market data for both price and delta for all open trades. If price or delta are not updated as frequently as expected, a warning will be sent to the user.

Bug Fixes and Other minor updates:

• Improved profit target order monitoring at IBKR.
• Improved handling of TradeStation market data stream disconnects.
• Fixed issue with certain custom trades showing inverted Delta calculation.
• Fixed issue with incorrect fill progression with naked short 1 leg custom trades.
• Improved handling of margin errors when opening trades at Schwab.
• Confirm deltas are current during trade entry that targets delta.
• Fix existing templates to disable strike conflicts if stop or profit targets are enabled.
• Validate and Enforce a stop limit is provided when creating a trade template with StopLimit stop type and better handle defaulting missing stop limit offset.
• Fix trade selection issue for LongPut and LongCall trades that would not select the same strike as an existing long trade.
• Fix issue where stop limit orders at IBKR were not using user selected trigger.
• Added trade template option to always close long legs when closing trade. Only enable this feature on templates where you are positive the longs will always be marketable (not 0 bid).

TAT v4.3.63 is now available with a number of fixes and improvements. This is a recommended upgrade for all users.

Bug Fixes and Other minor updates:

• Added user confirmation prompt when exiting TAT.
• Fixed calculation where PercentageOTM for puts was working backwards.

• Updated logic to prevent opening debit trades for a price higher than the max trade price, if the price started below the max, but the fill progression moved above it.

• Fixed issue where profit target order may not be properly place on LongCall or LongPut trade in some situations.

• Added in failover to switch scheduled exits to market orders if the scheduled limit order exit attempt fails too many times due to invalid or missing pricing.

• Fixed issue that resulted in duplicate email notifications sometimes during quick moves with multiple simultaneous fills.

• Improved logging for wide bid/ask protection when entering calendar trades.

• Corrected issue where limit orders may not have progressed in price as expected in some limited scenarios.

• Fixed issue where REL stop order was not placed properly on "Custom" trade with just 1 short leg.
• Fixed issue calculating P/L for LongCall and LongPut trades that were for long reuse only.
• Fixed logic error that was preventing available longs from being used for reentry when they could have been.
• Fix for issue where duplicate execution logs simultaneously might have resulted in TAT logging the opening price for a trade as $0 and closing it immediately.
• Extend 1 min bar count to ensure enough data is loaded for EMA 750 calculation
• Fix error logged when trying to split IF or ICFull trade near EOD when there was no stop enabled.
• Improve logging for TradeStation orders that are margin rejected during the fill progression after the opening trade succeeded.
• Fix issue where UnderlyingMovementPts condition not working properly for Custom trades.
• Fix issue where PercentageOTM not allowing negative value to select ITM strike for puts.
• Correct logic to allow long reuse at IBKR in situations where a prior had been rejected due to a duplicate orderID from another automation tool.

TAT v4.3.24 is now available with several fixes and improvements. This is a recommended upgrade, especially for IBKR users and those making use of the new Custom trade type.

IBKR API Version Update

• This build upgraded the internal IBKR API code to version 10.42. This version provides some performance improvements over previous versions.
• We also improved the TAT code that interacts with the TWS API to improve performance and eliminate issues that were seen occasionally where the TAT UI would freeze briefly during periods of lots of orders filling at the same time.

Bug Fixes and Other minor updates:

• Improved BP calculation for certain double calendar custom trades.

• Improved logic to check for delta exits on custom trades.

• Fixed bug that sometimes prevented saving trade template when switch from a different trade type to Custom.

• Improved logic to handle IBKR orders that are rejected when attempting to modify order price.

• Fixed situation where the trade open price was being shown as the stop price in emails for trades that did not have stop orders.

• Fixed issue with REL stop orders triggering immediately when used with some Custom trades.
• Improved monitoring for 0 bid stop conversion logic on custom trades.
• Trade template imports now adjust the early exit time, based on the time zone of the exported template compared to the time zone of the imported TAT computer.
• Sort strategies in alpha order on the Reports page.
• Enforce requirement that profit targets may not be used when having the Allow Conflicting Stops option enabled on a trade template.

TAT v4.2.16 Update is now available and is recommended for all users.

Custom Trades (Butterfly, BWB, Diagonals and more)

This release adds the ability to build custom trades with up to 4 legs, for trade setups that don't fit any of the standard trade types already available. This will allow you to trade butterflies, broken wing butterflies, diagonals, double diagonals and more.

Linked Schedule Entries

You can now link one scheduled entry so that it will only execute if a previously scheduled trade has filled. For example, you can have a call spread entry that is linked to a put spread entry, so that the call will only enter after the put trade is opened.

Important: Updated Trade Re-Entry Logic

Reentries are now linked to the scheduled task where the parent trade was opened, not the trade itself. This impacts IronCondor trade entries where the put and call spreads are managed separately. Previously a max reentry count of 1 would have allowed a reentry when the call trade was closed/stopped and also when the put trade was stopped, because they were treated as independent. Now, with a max reentry count of 1, only the side (put or call) that stopped first would trigger a reentry.

Tradier: SPX and VIX real time data now available in TAT

Previously, VIX data in TAT from Tradier was delayed and more recently as a derived value that didn't match the live cash price. SPX pricing was estimated by TAT during the day. Starting Feb 4th, VIX data is the real time cash price for all TAT users, and starting with TAT v4.2.15, SPX is now live instead of estimated.

Trading Logic Updates

• When an opening trade is rejected with a margin/buying power error when a long is being reused, TAT will attempt the trade a second time without reusing the long leg.
• Added Trade_PositionTotalDelta condition, which matches the Total Delta column reported for an open trade. This field is the trade delta multipled by the quantity.
• Allow Stop Limit orders during extended hours trading.
• When using EMA conditions at TradeStation, enforce that the newest 1 minute bar data is available before triggering a trade.

Other Updates

• Improved details in trade level logging.
• Added UnderlyingSymbol to CSV trade export.
• Improved outdated quote detection logic at TradeStation.
• Added a clear error message if trying to trigger a trade for a symbol that does not have market data enabled.
• Added warning message if TAT detects the market close time is set incorrectly, based on the computer's time zone.
• Mask sensitive information (such as account numbers and webhook information) when displayed on screen and in TAT logs.
• Added strategy and template name to log files during trade entry.
• Log the Long/Short ratio TAT calculated during trade entry.
• Improved outdated quote detection for calendar trade entries.

Fixes

• Corrected a situation where a newly opened long strike might be classified as available for reuse, during nearly simultaneous trade entries at TradeStation.
• Fixed issue where commissions/fees were not shown on the Reports page for debit trades.
• Corrected an issue where Trade Closed notifications could be sent too soon when a large closing order was only partially filled.

TAT v4.0.91 is now available with several small bug fixes. It is recommended for anyone who is using the Template/Schedule import functionality.

Bug Fixes and Other minor updates:

• Exported/Imported schedules are now time zone aware. For any newly exported schedules they are timed to your market close time. If you share with someone else running TAT in a different time zone, the entry times will be automatically adjusted when they are imported.
• Fix possible issues importing trade templates created in an older version of TAT and imported into v4.0.88.
• Added some more explicit logging to EMA calculations for TradeStation.
• Fix that better handles an error from TradeStation when placing an order.

TAT v4.0.88 Update is now available with several small bug fixes. It is recommended for TradeStation users especially or anyone impacted by the issues below.

Bug Fixes and Other minor updates:

• Fix for error logged when processing some non-TAT TradeStation orders.
• Fix for errors logged when receiving TradeStation quote heartbeat updates.
• Fix for importing TAT templates from earlier v4.0 versions that caused a blank screen when trying to edit the imported template.
• Increased logging detail for Missing market data errors.

TAT v4.0.84 Update is now available and is recommended for all users

Trading New Features:

• Different Widths for Puts and Calls
• Strike Offset and PercentageOTM strike targeting
• Trade Profit and Price Exit Conditions
• **VIX Movement and Underlying Price Movement Exit Criteria ** - Added criteria for VIX movement and/or trade underlying movement since trade entry, that can be use to exit a trade if VIX moves a certain amount or % or if your underlying moves more than a certain amount or %.
• Short/Long ratio

NEW: Simplified Trade Log ReviewTAT has added a new ability to review the log details for each individual trade entry or exit task or trade previews. This will allow you to view only the log entries that are relevant to that task without it being cluttered with a bunch of unrelated data. This will show the results of each condition evaluated for a trade and also all of the steps for strike selection.

To view the log for a specific task, select it on the Schedule Tasks list and click the new Log button. More Information

**Trading Logic Updates: **

• Calendar trades were selecting different deltas when the desired delta did not fit the min/max premium criteria. TAT will now bypass the trade entry entirely, reporting the min/max premium was not matched.
• Added additional safety feature to ensure TAT will cancel opening entry orders submitted to TWS that are not filled in the expected time. This will help prevent orders that TWS was holding in an ApiPending state and then activating unexpectedly later in the day.

Bug Fixes and Other minor updates:

• Deltas not loaded at Tradier for open positions for DTEs not subscribed to market data for.
• Improved safety check for calendar trade entry that was incorrectly reporting outdated data if there were not enough strikes loaded for longer DTEs.
• Fix for a rare issue where at IBKR when orders were not activated as expected in TWS, TAT could activate more than one order for the same entry task, rarely resulting in an extra trade entry.
• Fix to ensure Tradier will close trades when a stop order is rejected due to margin/BP issues if that safety feature is enabled. This was not working properly previously.
• Fix exit condition LongCallOTMPts, which was not triggering correctly.
• Improvement to logging error with stops that triggered within just a few seconds of market close, resulting it trades being marked expired that actually stopped.
• Fix for issue where EMA data at TradeStation could be incorrect if multiple trades were scheduled at the same time using EMA data.
• Updated wording on trade template from Credit to Premium to be more accurate for debit trades.