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
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