Support for custom built C++ DLL?

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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utrading
Contributing Member
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Joined: Thu Jan 15, 2009 4:22 pm

Support for custom built C++ DLL?

Post by utrading »

Hi,

I remember there was a discussion about supporting custom build C++ DLL in TBB, however I couldn’t find any relevant info from current TBB guide. Has there been any progress recently?

As a matter of fact I don’t own TB yet. I evaluated TBB about a month ago and I really like it a lot. Within a week I was able to built a FX system using some custom indicator and I was able to verify that TBB does exactly what I dictated, as an added bonus the system does seem to be profitable over past 15 years. Needless to say I am very impressed with how powerful TBB is.

Then soon I face the question I raised above. I have some fairly complicated indicators that I have already implemented in C++, and I use R for testing and visual checking these indicators. (For those who are not familiar, R is an open source language and environment for statistical computing and graphics, see http://www.r-project.org/). If I were to use these indicators in TBB, it looks like I will have to implement them again, in TBB language. This is not only time consuming, but also error prone.

Another hurdle that I face is many times I just want to visually examine a particular price history, and R handles this naturally, while TBB doesn’t seem to allow this unless you run a simulation. Please correct me if I am wrong.
Tim Arnold
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Post by Tim Arnold »

Trading Blox does not support DLL's or API's at this time. You could write the indicators in Blox, or you could compute the indicators in R and export to a file. Within Trading Blox it is easy to import extra instrument data that is formatted in a text file as Date,Value. The dates are synchronized with the instrument dates when imported.

Trading Blox has a Chart only feature that will chart any markets so you can examine just the price data.
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