Programming Interface

[optionrick]

Hi,
I' currently programming strategies for equity options trading to the interface supplied by Interactive Brokers. Their intraday historical data seems to be full of errors, and I've come across many complaints regarding their fills. So, I'm looking for a programmable trading platform. TradeStation keeps popping up on my radar, but I would really rather program in C++ than some proprietary language such as Easy Language. Is anyone using a programmable platform that they feel good about? Thanks for any help!

 

[StratOpt]

You can write all your programs in C++ and interface them straight into a TradeStation EasyLanguage program. If you can program in C++ then you can effectively code entirely in EasyLanguage within a few weeks. Programming concepts are programming concepts no matter where you go and EasyLanguage is not different in this repsect.

 

[optionrick]

Thanks for the reply

Thank you,
I've been looking at TradeStation on and off for a while. I haven't really delved into Easy Language, and Im not really concerned about learning a new language, but rather the power and scope of the language. When you say interface directly into, do; you mean via dlls? Have you done this yourself? Thanks again for any help.
Rick

You can write all your programs in C++ and interface them straight into a TradeStation EasyLanguage program. If you can program in C++ then you can effectively code entirely in EasyLanguage within a few weeks. Programming concepts are programming concepts no matter where you go and EasyLanguage is not different in this repsect.

 

[StratOpt]

EL has all the power you need to develop strategies that work well in the markets. It is not object oriented and doesn't play all that well if you try to do such things, but frankly some folks get caught up in their ability to program more so than what it takes to build a winning trading system. Not sure what sort of complexity you are talking about that would require additional programming languages, but there are some things that work better in a separate DLL.

Yes, TS provides an interface DLL that you can use to hook to your EL if need be, and yes I have done this myself many times. I am a registered Easylanguage Specialist and AddOn Developer for TradeStation so have been around the blocks a few times with this platform. It isn't perfect by any stretch, but more than adequate to build good stuff with.