Open eCry (OEC) C# Strategies

Discussion in 'Automated Trading' started by garywernick, Aug 9, 2013.

  1. Hi

    I have developed a nice new indicator which I think will lend itself to a fully automated implementation. I have been looking at using Open eCry as it covers exchange based spreads (unlike Ninja Trader, etc) and is free.

    I have developed the custom indicator in C# in OEC but am now struggling to convert it into a "strategy" in C#, ie add the deal entries. There appears to be very little / no documentation about the order management for the strategies.

    There is vastly more documentation about the OEC C# API but I was trying to stay within the package as it appears that it will plot nice entry and exit markers on my graph whilst back testing if I ever manage to get this strategy written.

    I know that there would also be a lot more info if I was to write it in EasyLanguage, but I really don't want to try and learn yet another programming language (especially one which seems so specific). I am a hacker in coding rather than a professional, and rewrite it yet again (I already have my Esignal Java version, and Excel VBA). Might reconsider if you tell me that it is a doddle to learn.

    I suppose that I could use Excel and the OEC DDE links to run the automation - but I am guessing that this would be more flakey, slower, and also it appears impossible to modify an order, only to cancel and replace it through the DDE. Also I would have to rewrite all the nice graph evaluation interface available in OEC for optimisation/ back testing.

    Does anybody have experience of using C# strategies within OEC - and could they either point me to where I can find or send me examples from which I can crib the format of the order management. I'm after the format of the statements placing and modifying the orders, how to trigger events in the strategy from changes in market data, and a nice example of the order of each section in the C# program.

    Also I would want to eventually run my model on several different instruments at the same time - does anybody know whether or not this is problematic in OEC - I know that they have subscription limits of I think 10 although apparently one could haggle with them to increase it or presumably set up a couple of accounts and run them on different computers.

    I am not committed to OEC but want to trade exchange based spreads (eg Brent - WTI on ICE) and am trying to save the cost of my expensive Easy Screen Pro, and the cost of TT Xtrader Pro and CQG are also something that I am trying to avoid. Naturally I wish to be able to enter an order on the bid/offer and not simply take the market, which is something which I believe eSignal does not allow and it is expensive when one adds up all the market fees. Is there is some software which I am missing out on which is easier/ better documented?

    Many thanks

    Gary