Generating and Executing Live Trading Plans from Simulated Signals
Summary
This guide explains how BigTrader turns simulated strategy signals into live orders through a desktop trading terminal. Users connect an account and access credential, load a simulation task, review the resulting plans, adjust order sizes and times, then confirm or cancel them. Confirmed plans are submitted at their scheduled times, with price offsets intended to improve execution while respecting daily price limits.
Order quantities scale simulated signal exposure by the strategy’s configured live capital. Buy quantities follow board-specific lot rules; sell quantities are capped by available holdings and account for odd lots. The guide also describes how signal prices and trigger times are selected, and how orders can be delayed, rejected, partially filled, or expire. Execution depends on the terminal remaining open and connected. Stale holdings, account permissions, local clock differences, order rate limits, and unsupported markets can affect results. The document describes platform procedures rather than presenting evidence of strategy profitability.
Key ideas
- Live order plans are generated by scaling simulated signal exposure to the strategy’s configured live capital.
- Buy and sell quantities follow market lot rules, and sell orders are limited by recorded holdings.
- Users must confirm plans before execution; confirmed orders still can fail or fill only partially.
- Execution depends on an active terminal, timely data, refreshed holdings, and accurate local time.
- Price offsets seek execution while remaining within daily price limits.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.