no, unfortunately c# does not allow exporting of c# function calls to non-.net programs. there are several ways you could do it, but you need an intermediary piece of software. tradestation allows you to call a dll that supports exporting of functions, usually these are c or c++ dlls but they could be anything (delphi, fortran, whatever). you could build an exe in c# that took functions as an argument, then you could build a c++ dll that called this exe, and call this dll from tradestation. you could also re-write your code in a language that allowed dlls that supported extern calls (again such as c++), and then just call this dll directly. you can see source code examples of this on the tradelink site, as well allow people to send and cancel orders from tradestation for any of the brokers supported by tradelink for free. http://tradelink.googlecode.com
thanks for this. do you know of a way to "catch" the order from Tradestation 2000i and then submit it to TWS without having to call a dll from easylanguage?
no, you have to call a dll to do that. here are instructions on how to do it with tradelink, which is free and supports IB TWS : http://code.google.com/p/tradelink/wiki/TLTradeStation
If memory serves, there were guys that wrote a text file from their strategies and it was read by the Tracking Center. You have to just discover the name of the text file that the Tracking Center reads.. purebytes.com has lots of threads on TS2ki btw...
Have you looked into catching the emails from TS and turning them into orders? There are quite a few products that do this.
I cannot speak to TS 2000i but newer versions of TS have the ability to send emails for each trade alert. I vaguely remember hearing this feature also exists in TS 2000i as well. These programs run their own SMTP server which then takes the alerts and converts them to actual trades with a broker. Openecry has this functionality built-in and there are many other programs that support this, plus you can write your own.