EasyLanguageExtension

A native C++ DLL that extends TradeStation EasyLanguage with custom functions, built on the EasyLanguage Extension SDK (tskit.dll). The long-term goal is to expose encryption helpers (e.g. AES encrypt/decrypt) that EasyLanguage strategies and indicators can call directly.

Status: early stage. The DLL builds and exports a single health-check function. The encryption functions are not implemented yet — see Current exports and Known limitations.

How it works

An EasyLanguage analysis technique declares the DLL function with an external statement and passes its own IEasyLanguageObject pointer (self). TradeStation loads the DLL, looks the function up by the name listed in the .def file, and calls it with the __stdcall convention.

sequenceDiagram
    participant EL as EasyLanguage study or strategy
    participant TS as TradeStation runtime
    participant DLL as EasyLanguageEncryption.dll
    Note over EL: external statement names the DLL, return type and function
    EL->>TS: IsExtensionReady(self)
    TS->>DLL: load DLL and resolve export by name
    TS->>DLL: __stdcall IsExtensionReady(IEasyLanguageObject*)
    DLL-->>TS: returns double 1
    TS-->>EL: result available to EasyLanguage code

Loading

Current exports

Function	EasyLanguage signature	Exported	Status
IsExtensionReady	double IsExtensionReady(IEasyLanguageObject)	Yes	Returns 1 — use it to check the DLL loads
AESEncrypt	LPSTR AESEncrypt(IEasyLanguageObject, LPSTR)	No	Stub, returns NULL
AESDecrypt	LPSTR AESDecrypt(IEasyLanguageObject, LPSTR)	No	Stub, returns NULL

Encryption.cpp also contains MyEncryptFile, a file-encryption routine adapted from Microsoft's CryptoAPI sample (RC4 with an MD5-derived key). It is not exported.

Requirements

• Windows
• Visual Studio 2026 (v18) with the Desktop development with C++ workload — the project uses the MSVC v145 toolset. To build with Visual Studio 2022, retarget the project to v143.
• TradeStation 10.0 — provides tskit.dll and is needed to run the DLL. The Win32 configurations add C:\Program Files (x86)\TradeStation 10.0\Program to the reference path so #import "tskit.dll" can resolve it.

Build

Open EasyLanguageEncryption.sln in Visual Studio and build, or run MSBuild from a Developer Command Prompt / Developer PowerShell:

:: 32-bit DLL (solution platform is "x86", which maps to the Win32 project configuration)
msbuild EasyLanguageEncryption.sln -p:Configuration=Release -p:Platform=x86

:: 64-bit DLL
msbuild EasyLanguageEncryption.sln -p:Configuration=Release -p:Platform=x64

Solution platform	Output
x86	Release\EasyLanguageEncryption.dll (or Debug\)
x64	x64\Release\EasyLanguageEncryption.dll (or x64\Debug\)

Pick the build whose bitness matches your TradeStation installation — a 32-bit process cannot load a 64-bit DLL, and vice versa.

Usage in EasyLanguage

1. Copy EasyLanguageEncryption.dll into the TradeStation Program directory (for example C:\Program Files (x86)\TradeStation 10.0\Program), or reference it by absolute path.
2. Declare and call the function:

external: "EasyLanguageEncryption.dll", double, "IsExtensionReady", IEasyLanguageObject {self};

variables:
    double Ready( 0 );

Ready = IsExtensionReady( self );
if Ready = 1 then
    Print( "EasyLanguageEncryption.dll is loaded" );

external method: passes self automatically, so this declaration is equivalent:

external method: "EasyLanguageEncryption.dll", double, "IsExtensionReady";

The function name inside the external statement is case-sensitive.

Adding a new function

1. Implement it in Encryption.cpp with the __stdcall calling convention and IEasyLanguageObject* as the first parameter:

   double __stdcall MyFunction(IEasyLanguageObject* pELObject, int nLength);

2. Map types between EasyLanguage and C++:

   EasyLanguage	C++
   IEasyLanguageObject	IEasyLanguageObject*
   double / float / int / int64	double / float / int / __int64
   string or LPSTR	LPSTR or char*

3. Add the unadorned name under EXPORTS in EasyLanguageEncryption.def — functions not listed there are invisible to TradeStation.

4. Rebuild, copy the DLL, and declare the function with external in EasyLanguage.

The type mapping and calling rules above come from the TradeStation EasyLanguage Extension SDK reference (PDF).

Project structure

Path	Purpose
Encryption.cpp	Exported EasyLanguage functions and the CryptoAPI encryption routine
EasyLanguageEncryption.def	Export list — every EasyLanguage-callable function must appear here
dllmain.cpp	Standard DllMain entry point (no per-attach logic)
pch.h, pch.cpp, framework.h	Precompiled header; pulls in <windows.h>
json.h, json.cpp	Bundled json-parser (compiled, not yet used)
3rd-party/	Copies of jsoncpp 1.9.5 and json-parser headers (not part of the build)
EasyLanguageEncryption.sln, .vcxproj	Visual Studio solution and project

Known limitations

• The SDK type library is not imported yet. #import "tskit.dll" sits above #include "pch.h" in Encryption.cpp. With precompiled headers, MSVC skips every line before that include, so no tskit.tlh is generated and IEasyLanguageObject is only forward-declared. Move the #import below #include "pch.h" before calling any SDK interface members. The x64 configurations do not set the TradeStation reference path, so add it there too.
• Character sets differ by platform. x64 builds use Unicode and Win32 builds use MBCS, so TEXT() / LPTSTR change meaning between them. Strings crossing the EasyLanguage boundary are always ANSI (LPSTR).
• Do not resize EasyLanguage strings inside the DLL. The SDK allows reordering the characters of a string passed in, but not changing its length.
• MyEncryptFile is not suitable for protecting sensitive data. RC4 and MD5 key derivation are obsolete; the planned AES functions are intended to replace it.

Third-party code

• json-parser — BSD 2-Clause license (see the header of json.h).
• jsoncpp 1.9.5 — Public Domain / MIT license; under 3rd-party/, not compiled.

Trademarks

TradeStation® and EasyLanguage® are registered trademarks of TradeStation Technologies, Inc. This project is not affiliated with or endorsed by TradeStation.