VB or excel format programming to Tradsation format programminig conversion

ramram12 said:

Hi,
i find this fourm very very helpful and has People with nice tendency to help.Thanking the whole group for that. I am a very senior trader and needs help in conversion of Visual basic programming of a system or a system Programmed in excel to TRADESTAION FORMAT thro' Tradestaion devlopers kit. Is it possible? If so, simple guidance wanted.

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Charlton said:

The VB code in your excel spreadsheets represents a logical path that has been codified and represents the strategies making up your system e.g. there will be logical statements within the VB code that say something along the lines of BUY X if condition Y occurs.

There is no simple conversion routine that will "translate" your VB code into Easylanguage, which is the code used within Tradestation strategies.

What is required is to take the logic representing your trading strategy from the VB code and rewriting that in Easylanguage, which is essentially a manual coding routine. In order to do that you need to be familar with Easylanguage first and, more importantly, its limitations so that you know the tricks to get around those limitations.

On the plus side the Tradestation language and associated parts of the developer kit, such as global variables, is specifically designed around codification of trading strategies, so it should be easier to codify your strategies using those tools than VB.

However going back to your original request it will be difficult to provide simple guidance other than "get someone with TS experience to do it, to fully document and comment the code and to provide you with both a protected and unprotected version of the code (so that you have the ability to change it).

Charlton

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ramram12 said:

If I borrow an expert to do the direct conversion, is it possible to do direct conversion if special coding is written to convert from VB or excel to TS thro' devlopers kit. It should not be for individual programming but for any programme written in VB or excel to TS automatically thro' developers kit. what is the exact use of Devlopers Kit? Thank you in anticipation.

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Charlton said:

The short answer is no. At the end of this message I have pasted an overview of the developers kit known as SDK (software developer kit). You do not need the SDK at all to do what you requested. You only need to get someone who is conversant with both Tradestation Easylanguage and Excel/VB. They will determine the logic behind the Excel/VB programme and just code that in Easylanguage. The most difficult part is determining the logic i..e what the Excel/VB programme is doing with the data. The easy part is rewriting that in Easylanguage, which should take no more than a couple of hours.

As you see below the SDK is designed to produce interfaces between other systems and TS. From your earlier post, as I understand it, you want to rewrite what you are doing at present via Excel to do it within Tradestation. SDK will not do that for you and is unnecesary.

Charlton



The EasyLanguage Extension SDK is intended for use in conjunction with
analysis techniques written in EasyLanguage. It makes it easier for you to integrate
function libraries developed in another programming language with analysis
techniques developed in EasyLanguage.
Used in conjunction with an EasyLanguage analysis technique, the SDK
provides access to the price and volume data of the chart (or RadarScreen symbol)
to which the EasyLanguage analysis technique is applied, and to the EasyLanguage
variables and arrays contained in the analysis technique. Certain EasyLanguage
analysis technique settings, like “maxbarsback”, are accessible through the SDK, as
are some values relevant to calculation, like CurrentBar. Additionally, the SDK
provides the ability to raise a run-time error in TradeStation, in a manner similar to
that of the EasyLanguage reserved word RaiseRunTimeError.
This version of the EasyLanguage SDK does not provide access to all
TradeStation reserved words, nor can functions written in EasyLanguage be called
directly. (Of course, many programming languages have run-time libraries that
perform many of the functions available through EasyLanguage reserved words,
especially mathematical functions. Market/Trading functions are a notable
exception, because of the specific nature of their use.)
The SDK does not provide the ability to plot directly on a chart, nor to directly
buy or sell. However, these functions can be performed by EasyLanguage studies or
strategies. The SDK does not provide the ability to access data from TradeStation
windows other than those into which an EasyLanguage analysis technique has been
inserted. For example, the SDK does not provide access to values shown in the
“Matrix” or “News” windows of TradeStation.
This reference provides the basic information necessary to make the SDK
functions available to your DLL, and to call your DLL functions from EasyLanguage in
a manner that will provide your DLL with the information it needs to use the SDK.
Because use of the EasyLanguage Extension SDK is an advanced topic in
EasyLanguage, this reference presumes some familiarity with EasyLanguage. Some
familiarity with C++ is presumed by the C++ code examples. Some example code
may be Visual C++® (Microsoft) specific

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ramram12 said:

Hi,
i find this fourm very very helpful and has People with nice tendency to help.Thanking the whole group for that. I am a very senior trader and needs help in conversion of Visual basic programming of a system or a system Programmed in excel to TRADESTAION FORMAT thro' Tradestaion devlopers kit. Is it possible? If so, simple guidance wanted.

Click to expand...