In ATAS X Risk Management, I can open a position, scale into it while it remains open, and then have the entire position stopped out. The risk management consecutive-loss calculation is currently counting this as being the number of losing trades equal to the number of times that I added to my running position before it was stopped out. I think that most traders would agree that this should instead be counted as a single losing trade. Can we please add an option to calculate the consecutive-loss limit by completed position: group all entries and exits from when the position opens until it returns to flat, then count the combined P&L as one win or loss. And this should also be able to account for when an exit order receives multiple partial fills. Thank you
Ein Ai das trading analysiert im journal und genauere daten liefern kann. Zb kann es genau analysieren in welchen märkten man zu wie viel % bessere ergebniss bekommt oder um welche uhrzeit oder an welchen tagen. Wenn man genau sehen kann wann man eine erhöhte wr oder profitfaktor hat und wann sich etwas verschlechtert oder nach wie vielen trades die wr nachlässt. Nicht nur die profite an tagen zb um wie viel % man profitabler ist an bestimmten tagen,stunden usw. Etwa so in der richtung Gex aber mit richtigen gex daten und nicht einer schätzung. Die meisten gex daten basieren auf addieren von beiden seiten der optionen, deepcharts hingegen hat gex daten die von richtigen Providern kommen, was deren System hervorhebt und sehr viel professioneler macht als alle anderen Konkurrenten grade auf den Markt. Ein system was ticks statt pnl anzeigt wenn man in einem trade ist. Dadurch kann man besser profit unabhängig traden und eher nach marktstruktur und sich nicht beeinflussen lassen vom geld. Ein sprachgesteuertes ai system wie ein persönlicher Assistent der verbunden ist mit den journal das man mit einer taste aktivieren kann so das es einen antworten, kommands oder tradig regeln die man ihm sagen kann zb die trading regeln an die er einen erinnert bei regel verstößen oder hinweißt wenn man in unprofitabelen trading stunden ist laut journal Ai und einem direkt auch pnl vom tag sagen kann oder die markt nachrichten mit 3 sterne vorlesen kann wann sie sind oder einen erinnern kann wenn sie gleich sind. Außerdem dier erwartung und ergebnisse der marktnachrichten sagt und ob es wahrscheinlich eher bullisch oder bärisch gewertet wird vom markt. Mit so einem Ai system im journal und beim trading würde es das komplette trading System revolutionieren und damit auch wieder klarvorteile gegenüber Konkurrenz wie Deepcharts haben. Außerdem ist das heute auch alles ziemlich einfach integrierbar mit chat gpt oder claude.
When trading Binance futures, a single order is often filled by the exchange in several executions at different price levels. Each fill arrives with its own exchange ID but they all share the same order ID. ATAS logs each execution as a separate line in Trading Statistics. A single close therefore appears as several trades with fractional sizes. Total PnL and the equity curve remain correct, but trade count, win rate and average PnL per trade are distorted, which makes the statistics hard to use. This is especially problematic when assigning playbook strategies to trades, since the same setup has to be tagged across many fragments and the per-strategy statistics end up falsified. Suggestion: add an option to group executions sharing the same order ID into a single trade, using a size-weighted average fill price. A simple checkbox such as "Aggregate partial fills" in the Journal / Statistics settings would be enough, leaving the current execution-level view available for users who need it.
Add a function within the trading journal to input a profit target for the day and a progress bar telling you if you hit it, with the option to add an alert when the target is hit
We need market replay for Dxfeed on ATAS X and even like B**kmap that you can download files of live sessions and then replay them.
A module specifically for strategy development and automated trading would be really next level. Strategy backtesting and trading system analysis and optimisation is something that all high level platforms are now developing. Something similar to Multicharts or Tradstation functions would be great. Easy language or C# for developers/Traders to take advantage of ATAS full features.
сделайте в плеере функцию “прыжка” вперед по шкале времени на заданный промежуток, тк например понимая что ничего интересного не произойдет было бы удобно нажимать кнопку и перескакивать сразу вперед на заданный промежуток времени, а не ждать пока проиграется этот неинтересный период. сейчас сравниваю в триал периодах между собой атас и тайгертрейд чтобы опрделеиться что удобнее. в тайгере в плеере есть такая функция, когда выбираешь количество баров, которые можно перепрыгнуть вперед простым нажатием этой кнопки что очень удобно, тк не надо ждать когда проиграется неинтересный период. а в атасе приходится либо сидеть ждать либо ускорять плеер до 500 (максимум) а потом сбрасывать скорость . что очень неудобно
Dear ATAS team, Please integrate the Chart Strategy and the Replay function ASAP! into ATAS X. I need to work with these modules on the Mac version as the Windows ATAS version via VM is extremely unreliable, buggy and laggy! Thank you!
Dear ATAS Team, In market replay, the "Ticks and the DOM (Level 2)" mode is currently limited to a single day per run, while "Ticks + best prices" allows much longer periods. Would it be possible to extend the DOM mode to multi-day periods (e.g. a full week) ? Thank you for considering it. Best regards
Hello, I would like to suggest a new feature for the journal section. It would be very helpful if it were possible to apply settings or updates to multiple trades at once using a "multi-edit" function. Currently, I have to edit each trade individually, which is quite time-consuming. Having the ability to select multiple trades and update their properties in a single action would significantly improve the workflow. Please see the attached video for a demonstration of how I envision this functionality.
Hi, it would be quite nice if there was a way to attach an ATAS screenshot to a Trading Journal Entry, when for example entering a comment. Currently I would have to take a screenshot with an external tool like ShareX, upload it to an external host and paste the link into the comment box, which is rather annoying. A better way would be to use the ATAS screenshot function (maybe even automatically) in order to add a screenshot via “+”-symbol.
Current behavior: With two live CQG accounts (one USD for CME, one EUR for Eurex) under the same login, the Trading Journal displays all PnL and commission values with a "$" symbol, including trades on EUR-denominated instruments. Example — FDXM (Mini-DAX, EUR-denominated) trade: Positions tab: Closed PnL = 825 (no symbol) Trading Journal: Net P&L = $xxx+ Commission $ = $825 The raw number is identical in both tabs, so no EUR→USD conversion appears to be applied — the "$" is a hardcoded/default label. The per-trade values are numerically correct in the instrument's currency, but the displayed currency is wrong for EUR accounts. Problems: Misleading display: EUR amounts shown with a $ symbol. When multiple accounts in different currencies are selected, aggregates (Total PnL, equity curve) apparently sum EUR and USD raw values together, producing meaningless totals. Requested: Display each trade's PnL/commission in the actual currency of the account/instrument (the platform already knows Portfolio currency — it is shown correctly in the Accounts tab). Either block or explicitly convert (with a documented rate source) cross-currency aggregation in Statistics when accounts in different currencies are selected together. Platform: ATAS (Windows).
It would be great if upload screenshot is provided in trading journal to recall how our executed trades performed in the past. It is not a luxury. It is a necessity.
I want to do replay of all the stocks that dxFeed is offering, but ATAS currently allows a very tiny slice. In fact, this makes ATAS completely useless to me right now. I have a list of 230 stocks in play that had 50% of their average daily volume done on a particular day that I wanted to replay, but it turns out that I paid 179$ for the privilege of finding out that ATAS cannot replay them instead.
I'd like to suggest adding custom tags that are independent from Playbooks. Currently, the only way to create a custom tag is by creating a Playbook. However, Playbooks and tags serve different purposes. A Playbook defines a trading setup or process. Tags are metadata used for journaling, filtering, and analysis. For example, I may have a Playbook called "ORB Long," but want to tag the trade as: A+ Setup B Setup Delta Flip Absorption Trend Day Late Entry These are trade characteristics, not separate Playbooks. Allowing standalone custom tags would make journaling and post-trade analysis much more powerful while keeping Playbooks focused on actual setups.
Request: give ATAS the ability to include MBO data in Replay mode. Reason: This capability is necessary for back-testing and practicing with the ATAS MBO tools.
ATAS X does not correctly display trade history when orders are executed on another platform (e.g., TradingView on mobile). As a result: trades are missing or incomplete trading journal statistics become inaccurate Other platforms (TradingView, CQG Desktop, Quantower) correctly synchronize orders across platforms, regardless of where the trade is placed. Request: Enable full cross-platform order synchronization so that trade history and journal statistics remain accurate and consistent.
Bar by Bar Replay Während des Replays den Zeitpunkt verstellen Kerzen zurückgehen/Zeit zurückspulen
TradingManager.Portfolio.ClosedPnL always returns 0 during Market Replay — OnPortfolioChanged never fires at all in replay mode. The only workaround is to regex-parse position.ToString() to extract the closed P&L string, which is fragile and undocumented. Request: make Portfolio.ClosedPnL (and OnPortfolioChanged) work correctly in replay mode, the same as in live/paper trading. Strategy developers rely on closed P&L to enforce daily loss limits, profit goals, and session resets — none of these work in replay without this fix, making replay useless for strategy validation.