TS MATLAB Link Dll for
TradeStation
 TS MATLAB Link Dll allows widening standards of
trading industry - trading platform TradeStation to standards
of engineering and scientific calculations of MATLAB.
As a result of combining these two powerful
programs we get unbeatable advantage in complex mathematical
calculations, simplicity, speed and accuracy of analysis,
visualization on a level of scientific graphics and
programming on scientific language that needs only
mathematical type of task.
Buy it now!
It is easy to use TS MATLAB Link Dll. A
user can use commands and functions of MATLAB right in
a
EasyLanguage code.
There is no need to use "black box"
programs if you have formulas that
lay down in calculations.
TradeStation together with MATLAB now can effectively
solve tasks in the following fields:
-mathematics and
calculations;
-algorithm development;
-modeling;
-scientific and engineering graphics;
-development of
any complexity trading systems based on newest scientific
methods.
Used with MATLAB TradeStation becomes an
interactive system, which general object - array doesn’t
require size setting. This helps to perform calculations of
vector - matrix based tasks, cutting time that would be
necessary to spend for programming in C or FORTRAN.
TS
MATLAB Link Dll provides operating environment, programming
language and trading platform in the same time. One of the
biggest advantages of this system is that you can write
specialized functions and programs by yourself. These
functions are formed as specialized files (M-files). It's
possible to create a set of programs to solve certain tasks or
problem in trading.
As a matter of fact TS MATLAB Link
Dll is more than just a set of functions that are built into
MATLAB. Using MATLAB in TradeStation you can exploit any
science discoveries and results from all around the world that
can be practically used in trading - theory of management,
digital processing of signals, identification and etc.
List
of functions
executed by TS MATLAB Link
Dll
|
|
TS
MATLAB Link Dll
|
|
Initialize and open MATLAB Command Window
from TradeStation. |
Yes |
|
Send commands from TradeStation to
MATLAB |
Yes |
|
Send data from TradeStation to
MATLAB |
Yes |
|
Receive and process data in
TradeStation from MATLAB |
Yes |
|
Simultaneous
data sending to MATLAB and reading data from
MATLAB |
Yes |
|
Number of available MATLAB commands for
transferring |
Not
Limited |
|
Number of received data from
MATLAB |
Not
Limited |
| Type of receiving data |
Float
(Numeric) |
|
Works on Line |
Yes |
Description
of calling functions TS MATLAB Link Dll
It's
necessary to have
a
specialized library tsmatlablink.dll
to work with the TS MATLAB Link Dll program.
tsmatlablink.dll should be placed in the
Windows (System32) system directory. For example, if you have system drive «Ñ:\»
and operating system Windows XP, then
the path
should
be:
«C:\WINDOWS\system32».
To work with the TS MATLAB Link Dll
in TradeStation environment the
EasyLanguage function TS.MATLAB.LINK. should be used.
This function uses tsmatlablink.dll to send commands from
TradeStation to MATLAB and receive data back as Float
(numeric) values. Code of EasyLanguage function:
if
currentbar = 1 then begin
Value1 = TS.MATLAB.LINK("A =
["+ NumToStr(C,4)+" ]");
{create array A to MATLAB and add
value}
This function sends
a
text line that
should contain data and any command for MATLAB or just a
command
only.
The function returns the data that MATLAB
has calculated in
numeric format Float (numeric).
Example of usage.
First of all, you should call TS.MATLAB.LINK on
the first bar
and send any command to MATLAB.
This may be,
for example,
the command which
creates an
«empty» array.
Then MATLAB Command Window
will open. Example of calling TS.MATLAB.LINK at
the first bar in
the EasyLanguage
code:
if
currentbar = 1 then begin
Value1 = TS.MATLAB.LINK("A =
["+ NumToStr(C,4)+" ]");
{create array A to MATLAB and add a
value}
The
function «TS.MATLAB.LINK»
opens
the MATLAB Command Window
at
the first
bar and creates
«A» array.
In
other words, calling this function will
pass the
string «TS.MATLAB.LINK("A = ["+ NumToStr(C,4)+" ]");»
directly into the
MATLAB Command Window. It is
identical to the
following command
(let 28.66
is the
Close price on the first bar):
A=[28.66]
Let you want to calculate
a mean value in TradeStation using the MATLAB built in formula. For calculation of
mean value in MATLAB it's
necessary
to:
1.
create
a MATLAB array
;
2. send a
value on every bar to array created in
1, in a way that
the values
are stored until set size;
3. displace the array
to the right for set length for new incoming data;
4. apply
a function to the array;
5.
send obtained values back from MATLAB to TradStation.
Example in EasyLanguage
Input: Length(21);
Vars: MA(0);
{create array A and add value}
if currentbar = 1
then begin
Value1 = TS.MATLAB.LINK("A =
["+ NumToStr(C,4)+"
]");
end else begin
{add next value to
array}
Value1=TS.MATLAB.LINK("A=[A "+ NumToStr(C,4)
+" ]");
if
currentbar > Length then
{if array > our periods (length) then delete first element
from
array}
Value1=TS.MATLAB.LINK("A(1)=[]");
{calculating
mean}
MA=TS.MATLAB.LINK("mean(A)");
end;
Plot1(MA, "Mean");
Important
notice!
Values of TradeStation need to be converted to string, for example using EasyLanguage
function «NumToStr»,
right before exporting to
MATLAB.
Other commands of MATLAB are executed in the
same way.
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