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On Jul 23, 2008, at 5:48 PM, Mark Simms wrote:
[On compiling EL to DLL]
This is the best approach if you can pull it off....but I'm not sure
it
can be done and made truly cross-platform and portable.
For instance, if my signal uses OpenPositionProfit and other Easy
Language system variables,
how will it work in Ninja; How about Excel ?
It will work both in Excel and in Ninja since I'll have to implement a
whole trading engine inside of the DLL. If you feed the DLL your
executions then it should be able to keep track of your open position
profit.
The bad is that I'll need to implement a full-blown independent
trading engine. The good is that it will work with any trading
platform, including TradeStation itself.
Hook your strategy DLL up to a data feed and you will be able to run
your strategy unattended, on Windows or Unix.
--
wagerlabs.com
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