Just wanted to comment; I was working on a DLL for TradeStation today and realized that they probably can't ever become multi-threaded without some serious implications for old software. The reason is that if their strategies became multi-threaded, then all the DLLs (like TSKit, ELCollections, and a bunch of other dependent stuff) would then have to become thread-safe. Given there's so much baggage in terms of old software on this platform, I highly doubt they will be able to pull this off. This also has implications for moving code over to MultiCharts; if multicharts chart strategies invoke calls on DLLs from the same process, now you have thread safety issues. I haven't dug into the situation any further, but will keep my eyes on it. I will likely just use some kind of spin lock that works under both TS and MC, unless someone else out there has some advice for me.
Hi garchbrooks, I myself do not write anything in DLLs, however, there are many MultiCharts users who program their functions in DLLs and some who move their entire code into a DLL. They may be able to help you. Just ask on the MultiCharts forum, or contact MultiCharts technical support via live chat. As far as I know TS Support answers questions of trial users. Also, I believe you can find some answers in this thread: http://forum.tssupport.com/viewtopic.php?p=28685&highlight=#28685 Here are few more (older) threads: http://forum.tssupport.com/viewtopic.php?t=4228&highlight=tskit http://forum.tssupport.com/viewtopic.php?t=2483 http://forum.tssupport.com/viewtopic.php?t=5901&highlight=elcollections Just as a side note I have been using MultiCharts for 2 years and they have implemented many things. Seems like a good alternative to TradeStation. --