!QCL Solutions

Scalable Solutions for Institutional-Level Trading

Matrix math functions like the  following are available in Excel:

With such functions, one can perform calculations from EasyLanguage (linked to Excel via XLInputs.dll) as follows:

  1. Pass values to Excel with XLO.Num functions
  2. Trigger a calculation with XLO.CalcSheet, XLO.CalcRngA1 or XLO.CalcRngRC
  3. Retrieve results with XLI.NumRep functions

XLInputs is sold here: https://shop.qclsolutions.com/XLInputs-101.htm

If you need EasyLanguage and a demonstration setup to perform custom calculations, rates are very reasonable.

Development Environment and EasyLanguage Issues:

  • Cannot right-click to open EasyLanguage documents for functions from within protected indicators, where they are used. This right click functionality does work in unprotected indicators.
  • Macros like “.of LastBarOnChart” no longer work in the TradeStation 8.8 platform. It is not a must, but would be nice for those who like keystrokes and want to shortcut the often slow process of navigating dialogs to open existing EasyLanguage documents.
  • For large EasyLanguage documents, one cannot drag the scroll bar on the right of the document to reach the bottom. Rather one has to arrow down, repetitively drag or use keystrokes to reach the bottom of a long EasyLanguage document.
  • Many indicators using custom DLLs now return “Unknown Link Error”. I have seen this before in 8.7 on 64-bit operating systems, occasionally. In those earlier cases, the issue could be easily resolved  by opening and reverifying the offending indicator. In TradeStation 8.8, such indicators no longer work, with DLLs in the correct place, etc.

TradeStation 8.8 Notes

Here is the same indicator shown not to work in TradeStation 8.8 above, working in TradeStation 8.7. Note that it uses a DLL in the system folder (C:\Windows\SysWOW64, since the operating system is Win7, 64-bit). The dll is shown at the end of the video. Being in the system folder, it is available to both TradeStation 8.7 and 8.8.

An indicator that works in TradeStation 8.7, but not in 8.8

Performance guarantee

!QCL Solutions, LLC is committed to scalable solutions for institutional-level trading, with quality software applications. We very much want our customers to be successful with products and services provided. We support clients in good standing. If extensive or otherwise ongoing support is required, we can establish recurring consultation fees or revenue sharing relationships.

Confidentiality

We keep customer information confidential. For communicating about non-proprietary topics, we occasionally post on the blog. This allows us to reduce costs to the customer. Applications, developed and purchased for the sole use of a customer, are not resold to others unless it is by agreement with the customer.

What is proprietary?

Generally if a customer has an analysis methodology, strategy or other idea that differs from concepts common to the industry, that is considered proprietary to the customer and not used by !QCL Solutions or shared with others. Keep in mind that we have considerable trading and development experience, so what may seem proprietary to our customers may not be obvious. Customers should specify in as much detail as possible anything they feel is proprietary. Regardless, we make it a habit not to share information about customers, outside of !QCL Solutions. So customer ideas are protected even if what is proprietary is not established.

Sole rights

Customers have sole rights to applications developed to their specifications. Such applications are not resold by !QCL Solutions.

Rights to resell custom solutions

!QCL Solutions typically develops for individuals that keep their trading ideas secret. The reselling of custom applications is discouraged. !QCL Solutions cannot support the reseller or the reseller’s customers in the use of such applications, and particularly not in the reuse or modification of underlying code or code elements.

Customers should inform !QCL Solutions if custom applications are to be resold. !QCL Solutions often leverages technologies where we have intellectual property. Our proprietary approaches enable services which are essential to our business.

The reselling of custom applications may require the purchase of products from !QCL Solutions. So if a customer would like to resell a custom application without key !QCL Solutions’ technologies; that needs to be specified up front. This typically limits the types of solutions we can provide and may incur additional costs.

However if a customer is interested in reselling a custom application, including technologies of !QCL Solutions, we are eager to support. We can even offer such custom applications to our other interested customers. 

Open source code

We do offer open source EasyLanguage, DLLs and other code in special cases. This is discouraged because it limits the types of solutions we can provide. Open source also introduces the possibility of user-side code changes which we cannot support, unless contracted to do so.

In this example XLInputs is used with TradeStation to place a Sell at Open Limit order at a specified time. It is an order that converts to a Market Order at a latter specified time. The EasyLanguage inputs and controls are based on Excel settings.

Here is the complex sell order being placed at the specified time:

Place_Complex_Sell_Order_at_Time_2010-09-17_1200

Order execution happens at the latter specified time, if the limit price is not reached. It is a limit to market conversion that occurs as seen here:

Place_Complex_SellAtOpenLimit_MarketOrderAtTime_2010-09-17_1205

Here is a video of an EasyLanguage solution both in an indicator and in an indicator through a functions, where calculations are hidden in a DLL and the DLL is locked to specific user accounts.

EasyLanguage with DLL calculations for Unentitled & Entitled Accounts

The demo starts with an unentitled account where the first two indicators using the DLL return null values. Then we switch to an entitled account where the two indicators using the DLL reflect values matching calculations in EasyLanguage.

TSPlatAuto.Chart using PeriodsBack and iPeriodsBack to set data range

TSPlatAuto.Chart using PeriodsBack and iPeriodsBack to set data range

Adding a Setup project for a Solution using RtRinbox.dll, in Visual Studio 2008

Please leave a message with your name, email address, products of interest, and a general description of any custom work you would like.

In light of regulatory concerns and do-not-call lists, we avoid returning calls without messages. And due to call volume, response time is faster if you provide a working email address.

For best response time, please email requests directly to [email protected]

Regards,
David O’Dell

Verifying Fib Time Ext with XLInputs

Here is the Strategy Inputs tab where you can set defaults:

Setting Strategy Default Inputs

Here are the inputs in action on a 1-min chart:

TradeByDate-wSMA-XL example