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Platform selection based on scripting


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Platform selection based on scripting

  #21 (permalink)
drftr
Amsterdam, The Netherlands
 
Posts: 29 since Jan 2021
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drftr View Post
Access to the status of orders, positions, accounts, logs from the script
Access all data from scripts for instruments that are not even charted
Access to the list of symbols in the database from studies
Ability to use the third-party databases (SQL Server, Mongo DB)

drftr

This is now conformed through email by MultiCharts, and therefore must (?) be valid for TradeStation's EasyLanguage as well.

drftr

ADDED (and sorry for leaving it out): This means that most data I would need indeed can only be had with either:

1) PowerLanguage while having charts and/or other screens open (so I would have to be logged on somewhere all the time and generate relevant charts and whatever I need) to be able to use the data;

or

2) Use C# on MultiCharts.NET so that I can query and process all data I need without having to develop and generate charts and stuff first.

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  #22 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
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drftr View Post
This is now conformed through email by MultiCharts, and therefore must (?) be valid for TradeStation's EasyLanguage as well.

drftr

I read that the languages are 99% compatible, ... so there's a chance ... .

I'd probably ask TradeStation directly about those specific topics.

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  #23 (permalink)
drftr
Amsterdam, The Netherlands
 
Posts: 29 since Jan 2021
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I've posted 2 questions on their forum and am awaiting response from customer services for a couple of days now. Not holding my breath! ;-)

drftr

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  #24 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
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drftr View Post
By the way for opening positions it would be like weekly and half an hour before the close, while for closing it would be daily.

drftr

Do you really need a mechanical solution for such a low frequency of trading? Are you opening thousands of new trades per week?

Maybe this interview of Kris Longmore, founder of Robot Wealth would give you some more insights. BTW, this guy is an expert with Zorro and its strong/weak points maybe you should try to contact him to get a realistic perspective.

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  #25 (permalink)
drftr
Amsterdam, The Netherlands
 
Posts: 29 since Jan 2021
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I often have no access at all and I don't consider that a problem for not being able to get in. But I DO find it a problem for not to be able to get out! What's more is that I'm sharing signals with a dozen others so I wouldn't want them to rely on someone who isn't! ;-)

drftr

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  #26 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
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drftr View Post
I often have no access at all and I don't consider that a problem for not being able to get in. But I DO find it a problem for not to be able to get out! What's more is that I'm sharing signals with a dozen others so I wouldn't want them to rely on someone who isn't! ;-)

drftr

Are you processing data in Access, or are you just using it as a front end to excel?

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  #27 (permalink)
drftr
Amsterdam, The Netherlands
 
Posts: 29 since Jan 2021
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userque View Post
Are you processing data in Access, or are you just using it as a front end to excel?

Now both are front and back end: Excess for the main strategy and Access for hedging. Obviously I want to mix the best of both worlds in the new setup.

drftr

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  #28 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
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drftr View Post
Now both are front and back end: Excess for the main strategy and Access for hedging. Obviously I want to mix the best of both worlds in the new setup.

drftr

Ok. Curious as to why you (assumedly) never delved into VBA.

I coded my initial algos using Excel, VBA, and the Excel evolutionary algo. Amazing what you can (slowly) do in Excel. But as you know, it gets cumbersome and very restrained.

Depending on the details of your strategy, it may be possible to, one at a time, farm out the duties that your Excel and Access performs, a la carte, to a language like Python.

What I'm saying is that with all other solutions, you'll have to fully export your strategies into them before you can benefit; whereas, the Python solution may allow piecemeal, incremental, improvements/benefits.

Again, this possibility all depends on facts I don't have.

It's more difficult to create and modify an excel spreadsheet compared to building/modifying that same data using code.

Again, I can't know anything for certain re: your situation, from where I sit.

(A programming language can manipulate data in an abstract way; Excel/Access are "physically" restrained to two-dimensional "space." [With unnecessary/additional effort in implementation and maintenance, the restraints can be partially overcome by utilizing VBA])

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  #29 (permalink)
drftr
Amsterdam, The Netherlands
 
Posts: 29 since Jan 2021
Thanks Given: 18
Thanks Received: 14

All perfect points and from where I stand AFTER absorbing what has been shared with me on this and my other thread on the EasyLanguage sub forum I think you pretty much nailed it.

I want to move away from Excel because my linked spreadsheets must have millions and millions of formulas that make it a very tedious job to change it into something different. Access comes with its limitations as well and if I add mine it doesn't look good. It works. That's it.

What's left is learning a new language as I wonder what I need an application for if it's doing a lot of things I don't want and not the things I do want. I could still re-use a lot of stuff, but anyway...

Disturbing that the only questions I got answered where from MultiCharts support as neither TradeStation, AmiBroker, QuantConnect nor Backtrader bothered to answer, nor did they allow me to post the quesions on their forum without buying the software first (have posted on the TS forums as they're my broker but to no avail). Without answers and/or support for sure I won't select any of those and prefer to bite in the dust, so that leaves 1) reconsidering Access or 2) starting from scratch with a new language as my options.

I will leave the post open for a few more days in case someone else wants to chime in and will then consider my questions answered.

Thanks much to all!

drftr

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  #30 (permalink)
userque
Chicago IL
 
Posts: 180 since Apr 2016
Thanks Given: 573
Thanks Received: 130



drftr View Post
All perfect points and from where I stand AFTER absorbing what has been shared with me on this and my other thread on the EasyLanguage sub forum I think you pretty much nailed it.

I want to move away from Excel because my linked spreadsheets must have millions and millions of formulas that make it a very tedious job to change it into something different. Access comes with its limitations as well and if I add mine it doesn't look good. It works. That's it.

What's left is learning a new language as I wonder what I need an application for if it's doing a lot of things I don't want and not the things I do want. I could still re-use a lot of stuff, but anyway...

Disturbing that the only questions I got answered where from MultiCharts support as neither TradeStation, AmiBroker, nor QuantConnect bothered to answer, nor did they allow me to post the quesions on their forum without buying the software first (have posted on the TS forums as they're my broker but to no avail). Without answers and/or support for sure I won't select any of those and prefer to bite in the dust, so that leaves 1) reconsidering Access or 2) starting from scratch with a new language as my options.

I will leave the post open for a few more days in case someone else wants to chime in and will then consider my questions answered.

Thanks much to all!

drftr

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Keep us posted Bro.

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Last Updated on February 3, 2021


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