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This is strictly about options. The ToS options analysis software dominates all others.

According to my trade history, ThinkorSwim used to charge $1.25 per contract and now charge $10 per ticket plus $0.75 per contract. IB charges $0.70 per contract but the software is horrendous and I can't stand it. Is everyone switching from ToS to IB?

Folks, I'm restarting development of AlgoKit, my algorithmic trading platform for the Mac. It will use EasyLanguage for programming and Rithmic R|API for data and execution. The product is a long way from completion but I'm looking to iterate rapidly. I have money set aside for a year...

I did not say anything about C++, did I?

Do not use Erlang for computationally intensive stuff. Do use Erlang to implement network protocols, data feeds, execution managers, etc. Erlang is an interpreter at its core, although you can compile certain bits to native code. Still, you will be sorely disappointed if you are looking...

Rithmic R|API.

It's called kdb personal for a reason. It will quit after an hour, has restrictions on memory used, etc. A full version of kdb can easily set you back 250K or more. Personally, I'd rather put that money into the trading account. Unless of course I had enough of it that I could justify...

Here's an update: http://groups.google.com/group/topdog/browse_thread/thread/8bd15736fd2b64a2 My new approach is to compile EasyLanguage to DLL, on Unix or Windows, which should make unattended execution much easier. I think you should be able to plugin ZenFire into such a DLL and be off...

http://algokit.com EasyLanguage user functions are not translated currently and I'm still adding definitions for functions and reserved words that came after TradeStation 2000i. Strategies are translated to C#, to be used with NinjaTrader. Please let me know what you think...

Here you go: http://algokit.com Click Translate and paste some EasyLanguage code. There's also a link to the forum if you want to subscribe or send feedback. Most of the errors should be functions that the translator doesn't know about.

Of course! How else would I parse it?

I'm not sure how big of a market that is. I may add it eventually but I can't estimate when. My ultimate goal is to be able to translate from any trading language into any other, within limitations of individual languages.

It's a translator from EasyLanguage to C#. The C# that's generated uses the NinjaTrader libraries and functions so you can only run the output in NinjaTrader. Other backends should be possible going forward, i.e. code that could run in other trading packages based on .NET (OpenQuant...

Play it again Sam! I didn't say anything about customer service, you did. As for conflict, there can't be any. The tasty morsels have been sold off and OQ cannot have the features of its bigger sibling. I have a hunch that OQ will be just a pale shade of its former glory and neither the...

NinjaTrader 5 is the wrong version to look at as C# can only be used for indicators in that version. NT 6 is the version to look at. I don't have time to do a feature-for-feature comparison, specially since I don't use OQ. Hopefully, the NinjaTrader folks are reading this thread and will...

I was wrong, apparently, as NinjaTrader is actually free for Advanced Charting, Market Analytics, System Development and Trade Simulation. The monthly charge is only if someone will trades live. I should be able to do a feature comparison sometime soon, once I start on a EasyLanguage ->...

Use NinjaTrader. The soon to be released v6 can be programmed in C#. For $50/mo you can roll your own indicators and strategies, backtest them and then go real-time.

crusher, What about account information? Balances, positions, trades?

Is anyone using TT FIX? What broker? I'm with Velocity but I can't get my FIX interface set up, not in simulation mode anyway :-(. Thanks, Joel

This tells me that FIX is used for everything _but_ market data. If you follow the links on the page, though, the comparison table states that FIX supports market data without explaining that you need the API for it. The biggest bummer is that IB FIX does not let you fetch account...