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At 01:30 PM 9/2/2000 -0400, H. Mark Hubey wrote:
>I am new to day-trading. In fact, I haven't even gotten started yet.
>
>I don't know what SW does what, and it is extremely difficult to
>know from reading blurbs on web-sites. It seems that the Easy Language
>was created before Java became a hit. There is one pgm that has a
>C++ API, but so far I haven't found any that has a Java API. I am
>not even sure that these pgms all have the same functionality.
I got into using Omega products for about 2 years now. First TradeStation
4 then, later 2000.
Actually longer because my brother had SuperCharts earlier.
I had several years of programming experience before that in languages like
C++, C, assembly, Pascal, dBASE, FoxPro, etc.
My experience with TradeStation has been very frusterating. I consider
it's EasyLanguage to be quite limiting, quite cobbled and poorly
documented. If you go this route definitely invest in the third party
books and back issues of newsletters to learn all the undocumented tricks
and features. I never did this and spent a lot of time learning them the
hard way.
I did do some rather extensive coding in EasyLanguage though.
After much frustration and hitting several barriers, I finally dug into
their DLL interface. This allows you to code in C++ (also PowerBasic) and
interface with your EasyLanguage code. This is also not well
documented. As time progressed, I slowly moved 95% of my system/indicator
code out to a VC++ DLL. At first I was just doing some computations in the
DLL, then I moved all my system code there and hacked an interface to
make/track TS trades. Finally I started doing all order/entry management
in the DLL and only use TS for graphical output and data loading. This
setup currently only supports backtesting though -- not realtime trading.
Over the last couple weeks I've been toying with a Java app to replace the
role TradeStation is currently providing (GUI and data loading). In the
short term I plan to use QCollector (www.traderworks.com) to collect my
realtime data from QFeed.
Currently progress is going smoothly. I've got it to load ASCII data files
and plot it on the screen, scroll around, etc. I can also pass the data
into my DLL and run my system code -- the only output is via logs though.
Today I am working on the C++->Java interface so that my DLL can plot
output in the Java app instead of TS. Then I'll be done with TradeStation.
I hope to have something useable (for myself) in the next few weeks. Then
of course there will be a lot of bells and whistles to add to make life easier.
Eventually I will most likely move the DLL C++ code to Java. Currently
it's all standard C++, so it won't take much except time. My goal is to
remain platform independent (ie move away from Windows some day).
I mention this so you know how I stand on Omega products (thumbs down) and
because this is the only Java tools that I know of. I have no plans for
selling this on grand scale, but have no reason to keep it to myself either
(except the system-specific code).
I would be willing to release my Tradestation C++ DLL code sooner if there
is significant interest. I'd probably release the DLL interface code under
some soft of GNU license.
Last year I was hoping to switch from Omega's TS to TradeLab
(www.tradelab.net). They seem to have promise, but it sounds like it is
tied to Windows and (more importantly) their release has been put off for a
long time. They don't ever estimate a release date and I only hear from
them on their mailing list once every several months -- so it's hard to
work that into my plans.
From what I can tell though, TradeLab is much more tailored to someone
with real programming experience. They provide a COM interface, so it's
Microsoft specific, and if you can use Java, it won't be 100% pure Java.
There is another product to check out. Mark Brown, one of the more
outspoken Omega-critics on the list, played some role in this product. I
thought it was TraderX (www.traderX.com), but I can't seem to find it on
the net right now at either www.traderx.com or www.markbrown.com. I
haven't seriously looked into this product and don't know anyone using it
-- but with all his criticism of TradeStation, I suspect it must be pretty
good. I think this is also for COM programmers.
There was also talk of a cooperative effort to develop an open source
product. This was going on at
http://www.egroups.com/list/tplatform. ...but there hasn't been much of
any activity there in the last 10 months.
>I don't feel like learning yet another language, especially one
>that might have a limited shelf life left. The book(s) on Tradestation
>etc that were promised are not going to be published anytime soon (at
>least that is what amazon.com says).
>
>If possible I want to work with a Java-based SW which I can use to
>test ideas. A Java API would be most welcome, especially since
>it can be compiled if necessary and it will probably run faster than
>the home-cooked pgms using Easy Language.
>
>Where does one start?
See above.
>--
>Regards, Mark
>/\/\/\/\/\....I love humanity. It's people I can't stand...../\/\/\/\/\
>==-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-==
>hubeyh@xxxxxxxxxxxxxxxxxx =-=-=-=-=-= http://www.csam.montclair.edu/~hubey
david_wieringa@xxxxxxxx
Software Engineer (contractor)
Scottsdale, AZ / Grand Rapids, MI
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