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:confused: http://www.smartquant.com/doc.php http://www.smartquant.com/forums

Of course not :)

Hi, .NET framework can be seen as a set of dlls and it doesn't matter what .NET language you use with these dlls. Moreover, .NET translates VB.NET or C# or any other .NET language code into IL (Intermediate Language) code. IL code is then passed to JIT (Just in Time Compiler) when you run a...

Frankly speaking the idea was that we "Open" a product based on institutional trading framework to retail traders for nearly free ($ 29.99/month is not really enough to just cover development and support costs).

I am not going to say something negative or positive about the platform you've mentioned, but real time data capture into historical data base is a basic feature of any strategy development software these days...

Yes, it can. You can capture realtime data into historical database winthin a strategy. You should have eSinal desktop API to connect to eSignal from OpenQuant. You can also download historical time and sales from eSignal with OpenQuant. Regards, Anton

Hi, sorry for late reply. Yes, OpenQuant supports all kinds of internal stops, including time stops. You can also use trailing stop orders supported by IB. Regards, Anton

Check this thread on ET http://www.elitetrader.com/vb/showthread.php?s=&threadid=85794

From www.smartquant.com : SmartQuant is a financial software company developing a programming framework for quantitative strategies trading and automation. Quant Developer suite of institutional products has been recently acquired by Quant House, the leading provider of end-to-end program...

Hi, a production release of OpenQuant is available, though we are constantly adding new features following customer requests. Supported order types (simulation and live modes) : market, limit, stop, stoplimit. OCA groups are either sent to brokers supporting OCA (IB) or managed by...

Hi, I think it's reasonable clause, taking into account that you get quality (and not delayed) data for free. Opentick guys may have huge problems if you, for example, start re-distributing their data. Other data providers like Bloomberg would ask you for much more in terms of data...

www.opentick.com

FYI. SmartQuant is TT Edge certified partner as well http://www.tradingtechnologies.com/link-tracker.aspx?id=234 and offers ATS development platform with C# as programming language...

FYI. Open E Cry (market data feed and execution) is supported in the latest OpenQuant release.

C# :D

OpenQuant doesn't send signals but direct orders. I think you can do something like OnBar() { if (myEntryCondition) if (Position.GetValue() / Portfolio.GetPositionValue() < myExposure) SendOrder(...); ... }

So far I am answering technical questions about beta version, in a thread that was started by ET community members. Where have you seen any advertisement?

It's probably a question to the author of Trade Like a Hedge Fund book who decided that you can trade like a hedge fund without any money management :) But I think that in order to introduce a simple money management scenario into, for example, OpenQuant slow turtle example you just need to...

It's quite common in the ATS strategies that you, for example. would create a limit order in the "Entry" component, adjust position size in the "Money Manager" component (not only ask for order quantity based on risk measures, but scale in or out with Order.Qty += 10; Order.Update() depending on...

This is what I wrote on another thread on ET http://www.elitetrader.com/vb/showthread.php?s=&threadid=78330&perpage=6&pagenumber=11 Actually our other product, QuantDeveloper, features a "component" strategy development model where you can build a strategy from Entry, Exit, MoneyManager...