Tradestation

yeah, I know that thanx a lot...lol :) However I hear left and right that many people accomplished this. I hear you can use DDE in TS, and DLL, I just need an example of how it's done. Does, or does not TS come with a DLL I can use to send the trading signals out to other apps? If yes, I would appreciate an example of how it is done. If not, is there a place I could purchase such a dll, or program it myself? How about DDE support? What's the server's name? Blah, blah..

Can anybody help me? Thanx in advance.

Jaba
 
thank you for your reply but that's not exactly what I'm looking for.... the author of this macro decided to use print file function instead of dynamic linking, for whatever reason, then create a macro in excel that would check the file every X seconds, then use excel to send the orders to IB. A huge workaround. I created an app that links to IB directly via sockets, I just need to know how to feed this app with trading signals from TS. i.e. how would TS tell this app to buy/sell stock?
 
Originally posted by Jaba122
thank you for your reply but that's not exactly what I'm looking for.... the author of this macro decided to use print file function instead of dynamic linking, for whatever reason, then create a macro in excel that would check the file every X seconds, then use excel to send the orders to IB. A huge workaround. I created an app that links to IB directly via sockets, I just need to know how to feed this app with trading signals from TS. i.e. how would TS tell this app to buy/sell stock?
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First off let me say I don't have TS2K but from what I understand Omega dropped DDE support in that version (TS 2000). Best bet is to create a Win DLL to do the dirty work for you and call that DLL from your TradeStation code. Frankly it is hard to mention TradeStation without the word "workaround" in the same sentence.

I don't have *the* answer for you but try searching the archives of the Omega list at: http://purebytes.com/archives/

Or you might become a member of the Omega list and ask the question directly. There are lots of helpful people there and some of them who use TS2K might be able to lead you in the right direction. There might not be an easy answer for this specific app (you may need to pay a programmer to make the DLL) but it is possible you might find a public domain DLL with similar characteristics that you can adapt.

To subscribe to the omega list send an email to omega-list-request@eskima.com with "subscribe" in the subject of the email. You will be asked to confirm your subcription to prevent unwanted subscription. For a list of all commands, send to the email address listed above with "help" in the subject.
 
FX-Trader, Tripack, thanks to you guys, at last I have some serious stuff to read :)

So, basically, as I understand, the deal is to write a DLL that would contain a function that passes the signal to an app, or do something outside TS, then call that function from within TS. Something like "if CL > MA then myCustomSignal()". And let the dll handle it, connect to IB TWS, send orders, etc... I hope SDK is well enough documented...

Jaba
 
The issue was raised earlier about indicators that bounce during the course of a the current bar.

If you right-click on the indicator, in the General tab you will see a box that can be checked or unchecked, indicating your preference to have the indicator calculate on each tick or not.

If you select not, then the indicator does not work with the current bar, and postpones any calculations until the bar is completed.

FWIW, I am a long-timer user of TS, and the T-6 is as good as it gets in chart software. Perfect? Heck no. None are. But TS scrubs the data as well as anyone, works out the inevitable bugs (a regretable fact of life), and you can make it do absolutely anything you can dream up. It handles big data flow better than RealTick, and miles better than eSignal. Having a year of intraday bars is very useful. Certain index data does not go back far, but the standard stuff does. I have not tried the broker piece, but would.

regards
 
I am new to programming in Easylanguage and programming trading strategies in general, but have some VB experience. The EasyLanguage manual that is included with Tradestation 6 is not very helpful and I am struggling with an issue that hopefully someone can help solve.

I want to better understand how to program Limit orders and once that limit order is filled, an appropriate stop order to close it. Further, how do I update the stop as a position goes your direction so that you can lock in gains. Can someone provide a basic example. I like learning by seeing examples and unfortunately that manual has very few examples. Further it does not provide an example of a full trading strategy that includes each piece of the strategy.

This may sound like a dumb question, but the couple of strategies I have set up haven't worked. The stops and limit orders that I think I have setup don't seem to work, so I can't test my ideas.

Thanks in advance.
 
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