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TradeStation and C#
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TradeStation and C#

  #1 (permalink)
Elite Member
Pacifica, CA
 
Futures Experience: Advanced
Platform: AmiBroker, TradeStation, NinjaTrader
Broker/Data: Options House
Favorite Futures: Futures, Stocks
 
jdfagan's Avatar
 
Posts: 34 since Jun 2009
Thanks: 68 given, 42 received

TradeStation and C#

https://www.systemframe.com/trading/Products/TuNetTradeStationtoNETBridge/TuNet.aspx

I just found this interesting technology, called Trading Utilities .NET (TuNet), that allows one to code in C# (.NET) for TradeStation! Pretty interesting.

Side Rant:
One of the big draws for me as an algorithmic developer with a software development background to NinjaTrader was its use of a modern programming language like C#. However, I'm on the verge of abandoning it as its just hindering me too much lately. And today may be my breaking point with NinjaTrader and my trust level with it. I decided I wanted to do some in depth study of the Flash Crash (May 6th, 2010) with a TF chart with my own Renko bar implementation (which relies on tick-by-tick unfiltered data). Baah! The historical tick-by-tick data stored on NinjaTrader's servers is just rubbish for that day. I'm getting huge holes of missing data and I cannot properly study that day for TF at least with NinjaTrader's historical tick data requests (despite the historical minute chart looking okay and showing the huge vertical V spike in trading that day). NinjaTrader's historical data has just been barely usable for me throughout and now I just don't trust it anymore at all.

I formerly used TradeStation with EasyLanguage (before moving to NinjaTrader) years back but I just don't like coding in EasyLanguage when compared to C# - I'm a big fan of Visual Studio 2010 Ultimate with its code completion, unit testing framework, etc. So this is an interesting option to me now knowing that I can stick with C# and move back to the TradeStation platform if I so choose. Hmmmm...would be really interesting if MultiCharts would have similar capability - have C# bridge tool like this .

If any others know of different ways to code in C# for TradeStation and/or MultiCharts (or a different platform which allows for C# and has a trusted tick by tick data history that goes back at least a year), I'm all ears!

Note: I'm aware of TickData.com as 3rd party historical data provider (have used their service before). Unfortunately, they only provide "filtered" historical tick-by-tick data. They have no product/service for "unfiltered" historical tick-by-tick data. If any knows of a data provider which does provide "unfiltered" historical tick-by-tick data, then that would help alleviate my concerns currently with NinjaTrader by bypassing their historical tick data outright.

Cheers,

JD

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
Bangkok
 
Futures Experience: Intermediate
Platform: MultiCharts.NET, S5, Ninj
Broker/Data: AMP, S5, IB
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Interesting stuff - did you give this a go ?

I've been to the site but can't contact them without registering & there's no button to register on there...

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  #4 (permalink)
Elite Member
Pacifica, CA
 
Futures Experience: Advanced
Platform: AmiBroker, TradeStation, NinjaTrader
Broker/Data: Options House
Favorite Futures: Futures, Stocks
 
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Posts: 34 since Jun 2009
Thanks: 68 given, 42 received

I didn't give it a try yet..

Until they have a more recent update than greater than one year ago (October 2009) on their What's New page, I don't think I'll consider them too seriously since TradeStation is now version 9 and their latest test is 3 versions back at 8.6:

What's new?
TradeStation - Wikipedia, the free encyclopedia

JD

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  #5 (permalink)
Just starting out...
Phoenix, AZ, US
 
Futures Experience: Beginner
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Posts: 6 since Nov 2010
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Please keep us updated on this. I agree, C# is so much better than Easy Language.

Thanks, TradeStack

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  #6 (permalink)
Trading Apprentice
Portland ME/USA
 
Futures Experience: Intermediate
Platform: MetaTrader
Favorite Futures: EURUSD
 
Posts: 1 since Oct 2013
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Update on C# platforms and data

Hi Mike what did you end up settling on? It's almost 2014 and I'm curious what platforms you are using now for good clean data and .NET support. I'm a long time C# .NET developer and I'm looking for exactly the same. Right now I'm vetting MultiCharts.NET and their MCFX data feed. Any experience working with these tools / data? If not any suggestions on where to find clean data and good .NET support? Thanks in advance.

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  #7 (permalink)
Trading Apprentice
Atlanta, GA
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: Index ETFs
 
Posts: 1 since Jun 2012
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Hi guys,

I was looking into using C# instead of easylanguage as well; does anyone have experience with the library liked to above? Thanks!

HK

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  #8 (permalink)
Elite Member
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Is there any update on using C# with Tradestation ?

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  #9 (permalink)
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Texas, USA
 
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Hulk's Avatar
 
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rahulgopi View Post
Is there any update on using C# with Tradestation ?

This requires some programming background with .NET but there is a way. I documented building a bridge between TS and a custom C# program running in a separate process that can maintain state across calls from TS. You can check it out here:

https://futures.io/elite-trading-journals/31962-hulk-s-trading-journal.html#post419044

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  #10 (permalink)
Elite Member
milpitas, ca, usa
 
Futures Experience: Intermediate
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Posts: 1,590 since Feb 2014
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Hulk View Post
This requires some programming background with .NET but there is a way. I documented building a bridge between TS and a custom C# program running in a separate process that can maintain state across calls from TS. You can check it out here:

https://futures.io/elite-trading-journals/31962-hulk-s-trading-journal.html#post419044

Thank you Hulk.

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