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Justin:
>I was looking at the VB macro's behind TWS's Excel
>example and it appears all the VB code does is
>create a string and sends it via DDE to TWS,
Yes, I once built a spread trading system in Excel making DDE calls
to TWS. Pretty cool, I thought, but cantankerous. Bad ticks would
really screw it up.
>... And guess what? It worked! TS sent a DDE
>instruction to Excel, that in turn sent the DDE to
>TWS. You could jump over Excel with a more
>flexible DLL, but I was working within the TS Link
>demo limitations.
You also need to be careful about order IDs and fills. I don't know
what TSlink lets you do there. But with TradeStation, when you
place a limit order or a stop order, you have to send the order on
every bar. You need to figure out how to send it so the first order
is unique and subsequent ones modify the original, or cancel the
original and replace it. And then when an order gets filled, how
will TS know where it got filled?
>Just experimenting with differing automation
>methods, hope this was of interest to someone :)
Yes, thanks.
-Alex
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