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Automated Trading with Tradestation

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    Automated Trading with Tradestation

    I've searched this forum (can't access yahoo groups forum) and read the Users guide. Is the sample code in the Automated Trading section of the Users Guide the only Tradestion Easylanguage code examples available? An example which feeds position information back to Tradestion would be nice.

    I realize feedback adds considerable complexity to a system. I assumefeedback would require some type of dll that either polls for or responds to Position Update File changes. The dll could hold the new info till a Tradestation tick chart could querry the info (via the dll) on the next tick.

    Also a quick second question. I assume by the fact the .NET framework 1.1 is required that NinjaTrader is written in a .NET language. Is this correct.? C# perhaps. Was the original NinjaTrader written in a .NET language? I ask because I'm making decisions about which environment to develop in. If you did rewrite NJ in a new language what motivated you. I'm concered that a realtime scrolling tick chart will gobble up too much cpu in .NET.

    Using the os's disk file system as an abstraction layer between the NJ order management program and any program that can read and write to the disk is a great idea. Seems to be plenty fast for orders. Would you consider adding an interface to access the broker's data ( last, bid, ask, size, depth ) in a future version. I don't think the file system would be an acceptable interface for continuous fast moving data. I would prefer a socket interface but perhaps if your using .NET then you could somewhat easily provide data access thought .NET's remoting. I don't know if remoting is lean enough though.

    thanks,

    Looking forward to trying out NinjaTrader,

    shawnj



    #2
    imported post

    shawnj wrote:
    I've searched this forum (can't access yahoo groups forum) and read the Users guide. Is the sample code in the Automated Trading section of the Users Guide the only Tradestion Easylanguage code examples available? An example which feeds position information back to Tradestion would be nice.
    Unforuntately there is no code samples that I am aware of from any users to accomplish this.

    I realize feedback adds considerable complexity to a system. I assumefeedback would require some type of dll that either polls for or responds to Position Update File changes. The dll could hold the new info till a Tradestation tick chart could querry the info (via the dll) on the next tick.

    Also a quick second question. I assume by the fact the .NET framework 1.1 is required that NinjaTrader is written in a .NET language. Is this correct.? C# perhaps. Was the original NinjaTrader written in a .NET language? I ask because I'm making decisions about which environment to develop in. If you did rewrite NJ in a new language what motivated you. I'm concered that a realtime scrolling tick chart will gobble up too much cpu in .NET.
    NinjaTrader is written in both VB and C# .Net right from it's inception. The choice to go with the .Net environment was driven by my own personal experience as a programmer, the support for the .Net environemnt and it's ease of use. IMO there is nothing to be concerned about regarding CPU load.

    Using the os's disk file system as an abstraction layer between the NJ order management program and any program that can read and write to the disk is a great idea. Seems to be plenty fast for orders. Would you consider adding an interface to access the broker's data ( last, bid, ask, size, depth ) in a future version. I don't think the file system would be an acceptable interface for continuous fast moving data. I would prefer a socket interface but perhaps if your using .NET then you could somewhat easily provide data access thought .NET's remoting. I don't know if remoting is lean enough though.
    It sounds to me that you are really interested in developing your own application. Instead of using NinjaTrader, check out http://www.trademagic.net which provides a .Net framework for rapid trading application development.

    thanks,

    Looking forward to trying out NinjaTrader,

    shawnj

    RayNinjaTrader Customer Service

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