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On Jan 13, 2008, at 5:47 PM, Michael Stewart wrote:
An EL to C#/C++ converter. Now that would be useful?
I have that, basically. The problem is not the converter itself but
the EL runtime that needs to be written for NinjaTrader, RightEdge,
OpenQuant, etc. etc. etc.
The EL runtime is a library of C#/C++ functions that implement TL_ and
other TradeStation functions that do not exist in the target platform.
Creating this body of code is quite an effort and it's a pain in the
rear to make sure all the TS quirks are implemented as well.
And all the TS quirks, bugs and workarounds _must_ be implemented,
otherwise automatically translated strategies won't produce the same
results when run outside of TS.
It's much easier for me when I can translate EL, ESignal, AmiScript,
WealthScript, etc. into a single platform that I manage and this is
why I asked about demand for executing EL code colocated at the
exchange or unattended.
I'm going to bite the bullet and finish up the NinjaTrader version of
the converter this year. My apologies for taking so long.
Thanks, Joel
--
http://wagerlabs.com
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