PureLinks - Finance Banners.
On Jul 23, 2008, at 5:48 PM, Mark Simms wrote:
This is the best approach if you can pull it off....but I'm not sure it[On compiling EL to DLL]can be done and made truly cross-platform and portable.For instance, if my signal uses OpenPositionProfit and other Easy Language system variables,how will it work in Ninja; How about Excel ?
It will work both in Excel and in Ninja since I'll have to implement a whole trading engine inside of the DLL. If you feed the DLL your executions then it should be able to keep track of your open position profit.
The bad is that I'll need to implement a full-blown independent trading engine. The good is that it will work with any trading platform, including TradeStation itself.
Hook your strategy DLL up to a data feed and you will be able to run your strategy unattended, on Windows or Unix.
-- wagerlabs.com