I have been thinking about automation performance, with that in mind I have a few questions
1. Can I run Qshare without the GUI? We can use powershell to control the OS, various excel functions and basic other task styled functions. I would like to include Qshare in this process in order to further extend its use, to ease automation and I'll always take a performance enhancement if it is to be found ;)
2. 64bit Ib plug in status? Timeline?
3. When compiling a function, I assume it eventually compiles them to C or .net? or ? (what is native for Qshare)
4. Any dll examples you know of, including samples?
1/ You cannot run QS without the GUI. We will think further about this.
2/ Maybe 2/3 months
3/ Regarding custom functions and money management scripts for example, the language is C# (.Net) and the compilation creates an object that is loaded in memory.
Related to Jim's post, I am looking into semi-automating some swing trading systems. What I'm looking for is the ability to export all orders (e.g., entry, scale in, scale-out, multiple conditional exit GTC orders adjusted daily) for each symbol triggered by the systems in the portfolio tool. Right now, the portfolio tool only appears to give orders for entries and previously triggered exits. Is there a way to get the portfolio to generate the other orders (e.g., a GTC stop loss order, a GTC volatility stop order, a daily adjusted RSI(2) > 70 daily exit) on a daily basis?
If the portfolio can't do it, are there other options? Would this be do-able in a custom money management script?
On a side note, if it can't do this already, enhancing the portfolio tool to include this functionality would be very useful...
I will be using MATLAB for some analysis.
For this purpose it could be very useful if QuantShare could be controlled through ActiveX automation (being an automation server).
Maybe an alternative is having a QuantShare .NET assembly that could be used by MATLAB and other programs.
Any plans for this? I realize this might be a big job if not already planned.
If already possible, this would be an idea for a blog post (not specifically for MATLAB, maybe using e.g. Excel+Visual Basic as examples)
If this could be made to work, not only MATLAB, but Excel, Word, ..., could be controlled.
So far it seems I am stuck because I can not include a reference to a COM type library.
To Dave:
In order to be able to export any kind of order, the best way is to implement your logic in the money management tool and track/record every order the moment it is sent or updated.
QuantShare:
My immediate thought was to let Matlab access the quote database very efficiently through memory, without the need for writing/reading files.
Also maybe to control the downloader so that fully updated data are guaranteed, though I guess that can be done using the method described in your link.
I have experienced that export of data from QS can be done quite quickly, so maybe this is not a big issue, but it offers the possibility of streamlining the system.
The reverse functionality, QS as a (COM/ActiveX) Automation client, might be equally or more interesting, where e.g. calls to Matlab could be used everywhere c# is allowed.
For example this might be useful in backtesting.
I could then send my data (in memory) to Matlab, do my calculations, and get it back.
It would also allow users to e.g. build automatic reports in Word, fill out Excel-spreadsheets, etc.
I suspect such functionality would be simpler to implement than the server option.
This kind of functionality (QS as COM/ActiveX server and/or client) tends to open possibilities that are not so easy to see in advance.
To clarify your suggestion, do you mean I should implement a money management script in the Simulator to export the order data I need, and then generate daily orders out of the Simulator? Or do you mean create a money management script to do what I need and run it from the Portfolio tool each day?
A simple example that implements this process (e.g., a blog post) would be awesome :)
Hi,
It would be great if you would make a MATLAB plugin that could be used from C# within QuantShare!
In the mean time, I tried to install the R-plugin and R(D)COM package etc, but have so far given up making it work.
I can access the R_Evaluate/... functions from e.g. the chart formula editor, but I only get NaN's back, presumably because I cannot
install properly the R(D)COM package.
Question 1: Are the R-functions only available (after successful install) from the Quantshare language, not from C#?
Question 2: Any tips in how to make R(D)COM package work? See my more-or-less correct description of my attempt below.
I understand that this is not really QuantShare's problem, but maybe there is some simple fix.
What I did, more or less in order, probably with some errors ;-).
This is also intended as a help to the next person trying this.
The problem is really at point 10-11 (I think)
Hi,
thanks a lot for your reply!
I got it to work :-)
The code-project link you provided is perhaps a little bit outdated (see comments at bottom of the page, e.g. "RServer250.exe"), but maybe of little consequence (not sure).
What I did to make things work (in addition to my long list above):
1. Install new version of statconnDCOM (3.5-1B2 Noncommercial) from http://rcom.univie.ac.at/download.html (maybe the CRAN version still works, I don't know).
As one can read from installation notes etc (of course *after* first installation attempt :-() and/or experience:
a) Noncommercial version is only available as 32bit
b) statconnDCOM (noncommercial) (and I believe also rscproxy (not "rcsproxy" as I erroneously wrote previously)) must be installed under
<R-installation>\library, NOT under your "personal user library directory"
2. (re)install rscproxy under R-installation (see 1b). You may have to run R as administrator to get write access.
I think this is a very powerful feature and definitely deserve a blog post. I suggest something on time series forecast (combining ANN and ARIMA) would help all the users.
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
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