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How would I measure that mondays or any other day goes up or down, if not by subtracting yesterday's close from today's close? Gaps are not relevant to this process. I am not talking about volatility where you distinguish between Range (not counting gaps) and True Range (counting gaps).

List any weekday patterns that you know of. I did some study on past daily data of the Dow Jones, and I think we could say that there's been a strong (and constant) tendency in the past 20 years, to go up in the first three days of the week (especially on mondays), and go down, or nowhere on...

Thanks for your opinions and if you have time, also vote in the related poll of this same forum.

Another question I ask myself at this point is this. If my system is good at detecting the conditions for longs and shorts, knowing that mondays are a bit biased to the bullish non-volatile side, does it make sense to prevent it from trading short on mondays and from trading below the previous...

I noticed that people are not commenting on bullish days of the week, but rather on volatility (it's my fault - I picked the wrong title for the thread). However, I found no correlation between days of the week and volatility. Instead I found a correlation between early week and bullishness...

Pabst, the problem with what you are saying, which is also something I wondered about, is that I didn't see any correlation in my data between down years and mondays on those years - they should have been "down" mondays, but they weren't. The down mondays are evenly distributed in all situations...

Well, sorry, no one download that file. It has my predictions for the future in it!!! Just kidding. It's because I wrote the file on a computer set to European format dates, and it got all screwed up as usual.

Answer the poll above.

Yes, thanks for sharing your opinion. I wish you shared some data backing it up, too. So far it sounds like an opinion. I am not saying it's not true. Here's my file, if anyone wants to look at it.

I was forgetting to add something important about the daily gains. It's necessary to compare monday's total gains to monday's total absolute move. If the total absolute move was 6%, then we could just go long on mondays and make money, each and every time, assuming this 20 year trend continued...

I am doing a study on the last 70 years of Dow Jones to find out two things: 1) What are the most volatile days of the week? Monday, Tuesday...? 2) What are the weekdays that are more likely to end up with a gain, and viceversa? I asked here, because my study is all statistical, and...

Ok, it finally worked. Here's how I did it. The basis for everything is Ron De Bruin's script here: http://www.rondebruin.nl/cdo.htm#small Now I had countless problems for 2 reasons. 1) My DSL provider blocks all smtp connections to anything but their smtp server. 2) My DSL...

Ok, those two guys aren't replying in either forum or privately. So here's my specific problem. The most efficient method for sending emails from excel seems to be ron de bruin's code: http://www.rondebruin.nl/cdo.htm#small It works perfectly if I take out the commented code and I fill in...

Wrong. I spoke too soon. I rebooted my pc and somehow it doesn't work anymore. Now I get "automation error" again...

Ok, I got it. Ron de Bruin's code works. His advice here on deleting my xlb file solved my problem, and now his code works. Very useful link on solving problems of sending emails from excel: http://www.rondebruin.nl/mail/problems.htm

Libertine, a few hours after posting this thread, I realized as well that there's no need for sms, because my cell phone provider actually sends me emails right away, just as if they were sms, without the need to forward anything (no need for "sms to email" web site). As a consequence, I...

Is there a way for an excel automated system to send sms (via web) whenever it makes a trade?

Thanks to everyone for all info.

Does anyone have ideas on how to protect a system written on excel, so that the broker or others won't be able to get a copy of it?

You're welcome. The best place to solve these problems is definitely the TWS API section of IB's Discussion Board: http://www.interactivebrokers.com/discus/messages/2/2.html Even though it's not as user friendly as this forum, it has the most detailed information.