I am not going to say something negative or positive about the platform you've mentioned, but real time data capture into historical data base is a basic feature of any strategy development software these days...
Frankly speaking the idea was that we "Open" a product based on institutional trading framework to retail traders for nearly free ($ 29.99/month is not really enough to just cover development and support costs).
I agree real time data capture is necessary and SmartQuant may be the best way to go for many who are building financial software strategy systems... i think everyone needs to do his due dilligent research to decide for him self what software platform to build a strategy with... The underlying subtext of my post was that i have some months worth of usage with eSig's desktop API and it is not the best of utilities from my experience... <i>"as in strongly avoid if possible !!"</i> cj... HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE
This is not surprising. Why would a company with their major source of revenue being a charting and execution platform with scripting, EVER want to provide a robust API so that someone could potentially one-up them with something better ? ESignal remains a strange company with a checkered past.
I've a similar question : Can you program strategies based on DOM with OpenQuant? I just have to program the auto execution, no backtesting needed. I want to use IB as a broker to have a large exchange choice. Can you program a DOM strat with IB feed on OpenQuant? Is it free( IB feed ) if your broker is IB? I've only used TS for my automated systems 'til now and I understand nothing about API, feeds... Does it seem to be a good solution? OpenQuant seems really great. Thanks
Hi, .NET framework can be seen as a set of dlls and it doesn't matter what .NET language you use with these dlls. Moreover, .NET translates VB.NET or C# or any other .NET language code into IL (Intermediate Language) code. IL code is then passed to JIT (Just in Time Compiler) when you run a .NET application (OpenQuant itself ot OpenQuant strategy). Frankly speaking there is no performance difference between C# and VB.NET. Perhaps it's worth mentioning that you always run compiled .NET code in OpenQuant, so that there is no performance difference between OpenQuant strategy code and any other compiled code (c, c++, etc.). PS. OpenQuant allows to write strategies in both C# and VB.NET . PPS. OpenQuant itself is written in C#. Regards, Anton
Thanks Anton, but are we getting the C# source code for the platform for the $500 ? Or just the run-time ? Regarding the performance issue: You are probably right...once inside of the .NET app environment, performance is about the same. However, you cannot claim that OpenQuant is as fast as a parallel version would be in C++ which delivers native binary code with no CLR overhead.