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ok. porting matlab to ts is not too complicated.
i reiterate that matlab or mathcad (s-plus ) are
the best math/engineering platforms available.
nothing can beat those now just as nothing can
beat TS as far as system development.
those who are concerned with high price of matlab...
the student version ( same functionality ) is available
for about 100 bucks. all toolboxes are mostly 50 bucks.
in most cases it's all you need.
now the porting part:
it is basically a set of C++ dll functions that
allow you to:
- pass data from TS to Matlab or back
- pass var from TS to Matlab and back
- pass array ( matrix ) from Ts to Matlab and back
- execute an m or mex function from TS on ML engine.
that's all!!!
you can dynamically pass data to ML and work with it
interactively... in this case TS is simply a server and
ML is a client.
or
you can execute an m function from TS by passing
the function name and other agreements to ML engine.
so it's just a series of dll calls that's all. there is no dde
no com or no other complicated techniques required.
if that's accomplished than there are virtually no
limitations as far as the research you can do in TS/ML combination!!!
to be able to accomplish that you need:
- Matlab with API
- Tradestation 2000i and it's SDK
- C++ design tool such as visual studio or delphi
- knowledge of C++ and DLL coding
- knowledge of Tradestion ELtoolkit and SDK
- about two weeks of casual coding, nothing too
complicated.
now, i've had this project on a backburner for a while
but i would be willing to provide all of the above tools
namely: Prosuite 2000i with permanent password, TS SDK,
Matlab API, VC++ and interface specifications to the right individual
who would be willing to work on that with me.
on top of that you can then market the product to high end traders,
market researchers
and institutions if you want to and you have a chance of
learning Matlab language which is very neat...
if someone is interested, let me know.
bilo.
some of the toolboxes that matlab has are:
- signal processing,
- symbolic math,
- financial ( time series, derivatives, datafeed )
- excel link in real time.
- control
- neural nets.
- GA
- optimization
- wavelets
- garch/arch/ arima
- a whole bunch of free toolboxes from users.
- thousands of free functions and routines
- filter design
- fuzzy logic
- spectral analysis
- statistics
- etc, etc...
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