Search results

  1. B

    Excel

    I don't think C# is available for programming Excel unless you get Visual Studio (at least Professional edition, if not higher) and Visual Studio Tools for Office, both of which are not inexpensive. I'm not sure what the advantage is of programming excel with C# for most applications. If your...
  2. B

    Anyone ever heard of Last Atlantis LLC

    At first I thought it was supposed to be Lost Atlantis, but no. Here's the url: http://www.lastatlantis.com/ The web site says absolutely nothing but there is an email address.
  3. B

    Excel

    VBA is definitely the way to go with excel for several reasons: 1. VBA (or VB) is a relatively easy language to learn, and yet it is powerful enough to do most tasks. 2. It is built into excel. 3. You can use the macro recorder to create VBA code and modify it for your purposes...
  4. B

    Transports & Home Builders

    There was mention in WSJ today about home building activity being the lowest it has been since 1991. Time might be good for a bounce but my guess is that there is more supply overhead has to be worked off before a full-fledged recovery takes hold.
  5. B

    Excel

    If you have a little talent with excel and vba it can be done easily. I recall years ago writing some excel vba that downloaded historical daily data from yahoo and inserted it into an access db. I probably had a list of stocks in excel to process and looped through them creating a web query...
  6. B

    Correlation Analysis

    I'm a little thick tonight -- what does that even mean?
  7. B

    kelly wagering

    The purpose of the Kelly Criterion is to either minimize the time it takes to reach a target level or to maximize the portfolio growth rate by adjusting the amount of capital used per trade. It is very aggressive and can make for a very volatile portfolio, but you won't go bankrupt as the...
  8. B

    Correlation Analysis

    Why not take the log of the prices as a starting point to your analysis? Solves your scaling issue. As for your correlation question, you have to pick a time frame that's relevant to the time frame within which you are trading.
  9. B

    Pulling Data into Excel from IB

    Per IB web site (http://www.interactivebrokers.co.uk/contract_info/index.php) it is supposed to be VOL-NYSE. But I am not getting any values in TWS. Maybe it's available through the API.
  10. B

    Excel Help

    First to get to the last blank cell something like this will do the trick: Sub GoToEnd() Application.ScreenUpdating = False Selection.End(xlDown).Select ActiveCell.Offset(1, 0).Select End Sub Anyway given that you are at the active cell you can insert the stock...
  11. B

    Is IB's Data Good Enough For Scalping?

    Over several years, any differences I've noticed between eSignal and IB feeds always have come down in favor of IB. Some people will cry that TWS is built on java (as is ThinkorSwim, which is a fantastic app) but in my experience that is absolutely no problem. On the other hand I've seen some...
  12. B

    Best books for system design?

    I read the first Stridsman book and found it horrible: pedantic and sophmoric. I agree with the more scathing reviews on Amazon. In addition to Kaufman, Conway, LeBeau, and Katz, I might add Quantitative Trading Strategies by Lars Kestner -- he seems to be about on the same level, which is...
  13. B

    Here's my strategy: RSI and ema crossover, need help!!!

    What is the point of using 2 emas that are virtually identical? Is your system's performance sensitive to the ema periods that you use? If so, that suggests it may not be robust. Also have you tried using different time frames, e.g., daily and weekly for direction, shorter term for entry...
  14. B

    Pulling Data into Excel from IB

    My recollection is that it does show the last 4 changes, so you can use the right() function. You can wrap the return value into an if statement that returns +1 if '+' and -1 if '-' so you can sum all the values and get a TICk or you can use countif to add all + values and to subtract all -...
  15. B

    Pulling Data into Excel from IB

    If you're using eSignal DDE, I think one of the fields actually reflects whether the last tick is an up or down tick so there is no need to hold onto previous values. It may save CPU cycles but may not as there may be some string parsing to do.
  16. B

    Chicago Academics

    Which program is best for you really depends on what you are trying to do. I have looked at the UC program, which is similar to others around the country such as those found at Columbia, NYU/Courant, Carnegie-Mellon, etc. It is run by the math department and is essentially focused on...
  17. B

    What JACK SCHWAGER is doing these days?

    No new Wizards books, or any other books for that matter are on the horizon. I know he is not trading now but is involved in fund management.
  18. B

    eSignal Suggestions and Improvements

    No, rather than have to type in a new issue when I want to change it, I want each issue to load in its own tabbed window so I just click on the tab to see. It would look like the tabs for studies. I don't want to wait for a new issue to load. You could also have the same issue but with...
  19. B

    eSignal Suggestions and Improvements

    1. Multithreading. The current single-threaded model is a real performance liability from the user's perspective. 2. Put different symbols on tabs in advanced charts, just as one does different studies. 3. Right now in advanced chart, the user can group a symbol with a time period...
  20. B

    Esignal outage

    Covert- I am seeing all the data in the charts but I had to refresh the cached data. However, there are some indicators, $TICK, etc., that are completely wrong.
Back
Top