Coding for an API

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michal.kreslik
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Postby michal.kreslik » Fri Jul 14, 2006 10:36 am

Ed, I've also found out there's a working API connection between Tradestation and Dukascopy Swiss forex broker:

http://www.dukascopy.com/swiss/english/etrading/int2/

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Postby geff » Fri Jul 14, 2006 8:23 pm

However Dukascopy has a cost:

"Min. monthly volume required is $20 mln. (or flat fee $1000)." - Jeff

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Postby eudamonia » Fri Jul 14, 2006 11:17 pm

blr121970,

If you've already started on the API code please continue (although I'm checking out TradeBullet), since the code itself would be highly educational. Thanks.

Edward
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TS -> EFX

Postby mrlogik » Wed Dec 06, 2006 3:30 pm

Hey guys,

Has there been any further development with the automation program for TS?

eudamonia, have you played around with tradebullet yet?

I too am interested in a program to automate TS signals to EFX.

Thanks guys.

mrLogik

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Postby eudamonia » Wed Dec 06, 2006 4:16 pm

mrlogik,

I played around the Tradebullet with EFX for awhile and decided that the automation would need some work before I could rely on it completely (lots of bugs when EFX does their roll over). Right now I'm still utilizing alerts for some of my strategies (long term) and still in front of the screen to watch the short term strategies.

Edward
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Postby michal.kreslik » Wed Dec 06, 2006 7:35 pm

eudamonia wrote:mrlogik,

I played around the Tradebullet with EFX for awhile and decided that the automation would need some work before I could rely on it completely (lots of bugs when EFX does their roll over). Right now I'm still utilizing alerts for some of my strategies (long term) and still in front of the screen to watch the short term strategies.

Edward


I'm using NeoTicker with the EFX datafeed. At first, I thought NeoTicker was to blame, but then I quickly came to realize that EFX is delivering topsy-turvy data often.

As Ed pointed out correctly, this often happens around roll overs. Why this is so in the age of computers, I cannot tell. Also, EFX is maintaining that the prices of FX pairs are "0" during the weekend, which is playing havoc with your indicators if you don't use some kind of tick filter. Using tick filters is quite computationally demanding, though.

Michal

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Postby mrlogik » Wed Dec 06, 2006 7:40 pm

Hey Michal, thanks for your reply.

I'm planning on using TS to generate a strategy that I have been programming. I know that the rollover times are sometime around 4:56 - 5:06 EST or something close to that, at which time I don't plan on trading anyway.

My only worry is the price difference between EFX and TS. I guess what I can do to make sure orders are filled at the price I expect them to be at (based on TS price) is a limit order of whatever TS current entry price would be + 1 to 2 pips (LONG). Sounds reasonable?

Thanks
mrLogik

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Postby michal.kreslik » Wed Dec 06, 2006 9:52 pm

mrlogik wrote:Hey Michal, thanks for your reply.

I'm planning on using TS to generate a strategy that I have been programming. I know that the rollover times are sometime around 4:56 - 5:06 EST or something close to that, at which time I don't plan on trading anyway.

My only worry is the price difference between EFX and TS. I guess what I can do to make sure orders are filled at the price I expect them to be at (based on TS price) is a limit order of whatever TS current entry price would be + 1 to 2 pips (LONG). Sounds reasonable?

Thanks
mrLogik


The only way to make sure your trading signals are calculated correctly is to use your broker's datafeed. Anyhing else will produce results different from those expected.

Michal

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Postby eudamonia » Wed Dec 06, 2006 11:33 pm

Michal,

Yes, another strong reason that automation with TS and TB is unreliable.

As I mentioned to Anthony, this combination MIGHT work if you are using strategies that are longer term. Short term strategies with tight stops, tight average net profits etc. will blow up with this imprecise type of automation.

Case in point - this morning at 2:00 a.m. PST and on Sunday evening around 2:00 p.m. PST TradeStation's data servers for Forex were out. If you were in a position or looking to initiate a position based on your strategies at these times you would have been flying blind.

Edward

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MBT Tradestation link

Postby Darrad » Sat Dec 09, 2006 2:15 am

I hope the complete answer is not above.... but I am a new forex trader who just opened an account at MBT. I have a strategy at Tradestation that I want to use in the FOREX. How do I apply an API (not that I know what that is) to link my strategy with my MBT account. ANy help is appreciated.

Thanks

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