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On Jul 23, 2008, at 6:05 PM, Joel Reymont wrote:
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.
Why? Consider translating directly into C# for a second...
I'll have to implement parts of a trading engine that piggyback on the
engines built into NinjaTrader, RightEdge, OpenQuant, etc. and I won't
be able to run in Excel or unattended.
The function libraries built into the products above are very
different from TradeStation and from each other. I would have to write
OpenPositionProfit over and over again, each time slightly
differently, as each product requires.
Again, I'm a single-man army at the moment so I thought I would take a
shortcut. Keep TradeStation for strategy development, run your
strategies anywhere.
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wagerlabs.com
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