Registered: May 2006
05-13-09 06:55 AM
Quote from sphedge:
Are you using Tradestation? For both strategy automation and as a broker?
I use TS with ninjatrader via NTdirect.dll for order execution. I have scripted my own custom execution script which is implemented as an easylanguage "indicator" in a tradestation chart. The "indicator" is referencing NTdirect.dll to issue commands to IB TWS through Ninjatrader.
This has worked fine for me for some time. My style of trade would even allow using TS as the broker, as I obviously do not employ a rapid-fire intraday method. I don't like the way TS has set up their brokerage service, requiring specific accounts to trade specific instruments, and wiring funds out of your account is a pain in the ass.
Right now I'm looking into using NTdirect.dll inside ninjascript. Because ninjascript is C# with specific custom classes, the language is more powerful than easylanguage. Again, the goal is to avoid using a canned approach to automation. I feel automated execution is a completely separate and distinct development effort from strategy design, which is simply a modeling effort.
I have more investigating to do, but I'm pretty sure ninjascript can reference functions provided by NTdirect.dll. If so, I will port my easylanguage execution script to ninjascript/C#. I have also been curious about the zenfire feed for some time, so I am also thinking to open a small account with mirus futures to see if I can implement order execution using zenfire / NT, and reserve TS only for offline modeling and strategy design.