RE: PORTING TRADESTATION TO MATLAB

[Mark Jurik <mark@xxxxxxxxxxxx>]

This is an interesting concept.

However, with DLLs, some one application
has to "own" it, that is, the parent application
is the one responsible for creating all the 
necessary DLL instantiations.  Our years
or designing experience with making bulletproof
DLLs for TradeStation/Supercharts, the issue
of instantiation is a BIG one.  

Any commercial grade product must allow for
ALL the following activites SIMULTANEOUSLY:

** real-time access to the DLL by numerous charts
** non-real-time access to the DLL for a hundred
     charts
** access to the DLL for an optimization task

With those constraints, how does one get MATLAB
to perform "on demand" as each of a few hundred
instantiated DLLs clamor for Matlab's attention?

Regards,
Mark Jurik




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From: 	Bilo Selhi
Sent: 	Wednesday, April 11, 2001 11:09 AM
To: 	Bilo Selhi
Cc: 	omega-list@xxxxxxxxxx
Subject: 	Re: PORTING TRADESTATION TO MATLAB

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...