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Tradestation Easy Language not easy to convert DotNet CSharp, thank Matlab Builder NE and Excel toolboxes

(Last Updated On: February 5, 2014)

Tradestation Easy Language not easy to convert DotNet CSharp, thank Matlab Builder NE and Excel toolboxes

After looking at the different books including Trading Systems and Methods, it appears the converting of code from Tradestation Easy Language to .NET c# will not be smooth. Man. This Easy Language code seems to rely on other EL functions so each sample is not self contained as I thought. After some thought with other open source libraries to including these external functions including GSL and TA-LIB, it will defeat the purpose of using various libariries to convert time series data from one library to another to comply with their data structures. It appears they don’t play nice with each other since one is written in C and the other C++. It would be a horrible coding mess let alone the efficiency of the data structure copying.

For ease of us, I am thinking of leveraging the power of Matlab as explained here:

https://quantlabs.net/blog/2014/02/nice-dotnet-framework-has-some-financial-functions-for-csharp-and-visual-basic/

These .NET libraries will not help either so it makes sense to house it under one roof. Because many of the Matlab toolboxes don’t support code generation process from the Matlab Coder toolbox, I will be forced to use Matlab Builder NE. I could also utilize the power of Matlab Builder EX as well for any Excel integration as well. This can be done 100% with the option to parallelize. This is just to get all these functions and potential .NET strategies to market quickly. It is also quickest measurement to see what strategy code works the best. Do realize this is the not smartest for live trading but it is the quickest.
Once I determine the best potential strategies, I will go through another to recode these functions from scratch most likely in a high performance language like C++ or C. It will be a small subset so the the previous option using Matlab Builder NE makes most sense.

 

P.S. Don’t bother asking me about Java as it is a pure security breach at this point.

Anyhoo….for those that cannot Matlab, don’t worry we can distribute these Matlab scripts as deployed DLLs royalty. Expect that as part of an extra bonus for my QuantLabs.net Elite members. These DLLs will be constantly updated or even broken up to to make them efficient. I will post the Matlab scripts as well . Hope this makes sense.

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