Forgive me for being a bit lazy here but since I see that you're online I figure I may as well ask now... What is the OMS like for tradelink? I recall looking through the website but not finding anything. Can you point to a link where I can find out more about it? Can you list its capabilities or point to a summary of them anywhere? Thx, Lou
here are descriptions/pictures/demos of the off-the-shelf products that come with the platform : http://code.google.com/p/tradelink/wiki/TradeLinkSuite here are the commands/components/indicators supported by the off-the-shelf strategies : http://code.google.com/p/tradelink/wiki/TradeLinkComponents here is an overview of building trading applications ontop of tradelink SDK : http://code.google.com/p/tradelink/wiki/TradeLinkAppKit here is a list of components that pertain to the SDK : http://code.google.com/p/tradelink/wiki/AppKitComponents
I just looked through the links and watched the first demo w/ TWS and Quotopia. I couldn't tell but I'm assuming that I'd be able to monitor strategy-level positions and events somewhere. Is that correct? If I wanted to monitor or set constraints on portfolio exposures is there anything like that already in Tradelink? If not, could I make that part of Quotopia or is there some existing template, or would I have to write this on my own and plug it into Tradelink somehow?
here is how to monitor positions and portfolios in strategies : http://code.google.com/p/tradelink/wiki/PositionTracker you can calculate any portfolio level stat from these and make decisions on it.... included calculations include sharpe, money in use, portfolio, etc... see here : http://code.google.com/p/tradelink/wiki/CommonCalc
Okay, I see that the code exists. Where does the output get displayed? Is there a template of some sort or do I need to create a window on my own? Thx again.
Good conversation going here. Hoping this leads to something. One thing I can't figure out is if is tradelink capable of recording tick data for later use in bactesting? (or where I can purchase/download tick data). Another thing I wondered is if it is capable of making an autotrade based at key market hours? (for example, if a=b then buy XYZ at next open).
rudiemntary text displays works in all the apps (live+historical). http://code.google.com/p/tradelink/wiki/SendDebug you can also send indicators which are either displayed or logged depending on the program. http://code.google.com/p/tradelink/wiki/SendIndicator finally you can also output to a custom UI from your strategy, here is an example of doing that : http://tradelink.googlecode.com/svn/trunk/Responses/BigTradeUI.cs
yes you can record tick data live, this is done by default when you trade a strategy... or you can do it without trading a strategy : http://code.google.com/p/tradelink/wiki/TradeLinkTickData for automatic trading commands, see : http://code.google.com/p/tradelink/wiki/TradeLinkComponents eg to send an order at a specific time... sendorder ala Code: public class MyResponse { const int MYTIME = 100000;// 10am override void GotTick(Tick k) { if (k.hasAsk && (k.time>=MYTIME)) sendorder(new BuyLimit(k.symbol,k.ask,100)); } }
I think I see the point you're trying to make. The user can access quite a bit of information but its up to them to figure out what they want and how they want it displayed. The methods you've shown are just starting points or examples of what can be done with Tradelink. Is this a fair observation? Also, it looks like the user should be pretty good with C#. More than what would be required of off-the-shelf packages. I guess that's the cost side of open-source - more work is required if you want the flexibility.
to use the off the shelf packages and commands nothing is required other than reading the documentation and knowing how to use if/then statements. You can use c#, vb or any .net language (eg f#, c++). you do not need the source code in either off the shelf or with the sdk, but it's always there if you need to evolve in a different direction or want transparency to understand how something is being done.