Look at your posts:
Many traders use range, volume or tick bars in their systems and these must be build from tick data and while Trade Station offers six months of historical tick data I don't know of any vendor that offers a year of tick data and the little bit offered by E Signal is useless for systems development.
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There is no need to program something as simple as this in C. It can easily be programmed in Easy Language which will save the trouble of dealing with DLLs and thus run faster.
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Using the new order and price series objects I can link as many strategies or operate as many unlinked stratege that have been back tested down to the tick level in TradeStation quite easily. Plus for those that use volume or price denoted bars they offer more historical tick data in both contract and continuous format. More than any retail level data vendor I know.
Also these strategies can be operated from a RadarScreen that can run a custom scan on a portofolio of a thousand stocks or more and then selectively execute on the portfolio member that meets the criteria and passes through the filters for trade execution.
For both backtesting and operation in real time the internal script language, Easy Language, plus the global dictionary and all the new order objects and other tools make it easy to receive data, process it into any indicator/input value from any symbol in any time frame and conduct trade executions on any symbol all from the same strategy code module.
There is a tool that alows for easy communication with Excel. We, for instance operate Neural Networks in real time in excel and bring the predictions back to strategies running or backtesting in TradeStation.
You can use the platform with really great charting and get the data for $100 per month and free if you do minimal trading. Real time and historical data for CME, CBOT, NYMEX, COMEX, NYSE, AMEX & NASDAQ all for less that $30 per month.
For backtested they offer both brute force and genetic optimizations as well as walk-forward testing.
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They offer decades of data on most symbols from 1 minute bars and up.
They have six months of tick data on almost all symbols and this data can be easily archived so that I have years of tick data on some symbols.
Futures tick data comes by contract or in continuous format. They now also have six months of 1 second and up data.
The back testing offers both brute force and genetic optimizing.
New price series and order placements objects allow for much flexibility and spot on executions for almost any trading protocol.
There is a tool that makes it very easy to export both raw and domain pre-processed data to excel.
Easy language is easy to learn and the development kit makes it easy to operate and call dlls.
The platform is only $100 a month and free w/minimal trading. You can get real time futures data from CME, CBOT, NYMEX and COMEX all for just $25 a month.
The Radar Screen/Scanner is also free w/minimal trading and one of the most versatile scanners around.
Commissions are not the lowest around but they are certainly competitive and with increases in volume they go down fast.
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Ode to TradeStation? You Jackass.
