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TradeStation integration

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    TradeStation integration

    Hi,

    I am trying to connect TradeStation to MBTrading
    and have some very basic questions.

    1. Am I correct that after setting up the connections and the configurations, all I have to do is to modify my tradestation strategies easylanguage code by replacing the tradestation's Buy, Sell by the NT orders NTBuy.., NTSell..

    2. With TS (tradestation) in the chart window with an activated trading strategy I get the strategy fills and the actual fills drawn on the chart - so that later I can compare them and calculate the slippage, etc. Will I get this functionality with the TS+NT+MBT integration?

    3. I have been looking thru the posts and it seems that TS + NT is not such a popular combination. I am a bit concerned of how well it works

    thanks,
    boshi

    #2
    imported post

    Hi Boshi,

    1) This is incorrect. The NT order placement functions do not replace your TS buy/sell commands one for one. NT order placement functions place an order that is live until you call the cancel function. If you choose to use the DLL interface you must take care of order management. Alternatively, you can use the email interface (see Help Guide) which is mucheasier to set up and does not require any changes to your EL code.

    2) NT will plot real-time executions on the chart, not the connecting lines that you see in TradeStation.

    3) We have a lot of people using NT with TS, has been in place for a long time.

    Alternatively, you could explore our NT6 which includes full capabilitiy for strategy development, backtesting and automation.

    Ray
    RayNinjaTrader Customer Service

    Comment


      #3
      imported post

      Ray,

      >> NT will plot real-time executions on the chart
      But once I restart the platform it will NOT draw the past executions, right?
      And if I ask TS to redraw - so that can see the slippage - will the executions be visible, or they will be gone too?

      Regarding the e-mail interface, it seems a good solution for what I currently need.
      What about the speed? Will the orders reach the broker any slower than with the DLL interface?

      Thanks,
      boshi

      Comment


        #4
        imported post

        Yes it will plot past executions, has nothing to do with TS. When fills are executed at your broker, NT stores this data in a local database and optionally plots these fills on your chart.

        The email interfacedoes incur a delay when compared to the DLL interface. Generally its milliseconds.

        Ray


        RayNinjaTrader Customer Service

        Comment


          #5
          imported post

          Ray,

          good news on both counts

          Thanks,
          boshi

          Comment


            #6
            imported post

            Ray,

            will the past executions be plotted in case of using e-mail interface too?

            thanks,
            boshi.

            Comment


              #7
              imported post

              Yes, any execution through NinjaTrader regardless of how the order was placed.
              RayNinjaTrader Customer Service

              Comment

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