RE: Question on .dll files and Tradestation

["Mark Smeets" <mark@xxxxxxxxxxx>]

Maybe I can help you. Here is some code for a simple moving average:

Here is the movavg.cpp file:

#include "movavg.h"
#include <stdio.h>
int __stdcall MyMovAvg(LPLONG lpClose, int n, float scale, LPFLOAT
result)
{	
	float x = 0.0;
	for (int i = 0; i < n; i++) {
		x += *FindAddress_Close(lpClose,i);
	}
	*result = x/static_cast<float>(n*scale);
	return 0;
}

BOOL APIENTRY DllMain( HANDLE hModule,
DWORD ul_reason_for_call, 
LPVOID lpReserved )
{
switch( ul_reason_for_call ) 
{
case DLL_PROCESS_ATTACH:
 MessageBox(NULL,"Inside case DLL_PROCESS_ATTACH",
 "Made it this far",MB_OK);
case DLL_THREAD_ATTACH:
;
case DLL_THREAD_DETACH:
;
case DLL_PROCESS_DETACH:
;
}
return TRUE;
}

Here is the movavg.h file:

#include <windows.h>
#include "elkit32.h"

int __stdcall MyMovAvg(LPLONG lpClose,int n, float scale, LPFLOAT
result);

And you need a movavg.def file:

EXPORTS 
	MyMovAvg

Please note that you will need to add the .def file to your project. By
the way, I've only been succesful using visual C++; There are issues
with a dll built with borland C++ builder and tradestation.

I've had only moderate success using dlls with tradestation. I get all
sorts of spurious floating point errors. Furthermore, the speedup was
far less than I had expected.

Good luck,

Mark.

> -----Original Message-----
> From: Todd Hanson [mailto:todd@xxxxxxxxxxxx] 
> Sent: vrijdag 27 december 2002 23:11
> To: omega-list@xxxxxxxxxx
> Subject: Question on .dll files and Tradestation
> 
> 
> Does anyone out there have any sample .dll files in C++ programmed for
> tradestation that I can take a look at? Any help would be greatly
> appreciated. Thank you.
> 
> -----Original Message-----
> From: omega-digest-request@xxxxxxxxxx
> [mailto:omega-digest-request@xxxxxxxxxx] 
> Sent: Friday, December 27, 2002 1:52 PM
> To: omega-digest@xxxxxxxxxx
> Subject: omega-digest Digest V102 #420
> 
> 
> 
>