Automated trading through Excel

Quote from ORM:

Ive just ordered my first learning book on programming VBA in excel, and i know nothing from before.

Seems to be an easy way to get started really, and as said here, you can always learn sophisticated programming later. Or hire someone.

ORM
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So a search on the net. Plenty of very good tutorials out there...for free...
 
Science trader,

I couldn't find one tutorial on VBA for free (unlike tutorials on C/C++/Visual Basic or Java which you can find hundreds of).
I'd appreciate it if you can refer me to a good free VBA turorial.

Emini_expert.
 
Quote from Emini_Expert:

Personally, I don't thing VBA is that simple to write for someone who doesn't have any programming knowledge.

It's a matter of degreee. VBA is certainly easier to program than C++ or Java. I agree that it would not be simple to write an automated system in any language.

Additionally, I think that a programming language without pointers (such as visual basic) is not even worth mentioning in this type of business.

Unless split-second timing is an issue (scalping emini's for instance), languages such as visual basic can be and are used to automate strategies.

Moreover, I wouldn't even know where to start in order to tune the strategy, since Excel has no backtesting abilities.

I'm currently using Excel and VBA specifically for backtesting new strategies. I coded the backtesting part of the program within a day.
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Quote from Emini_Expert:

Additionally, I think that a programming language without pointers (such as visual basic) is not even worth mentioning in this type of business.
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Sounds like you're trying to do some very time-sensitive stuff such as scalping based on the latest bid/ask or last. If that's the case, then you are correct. But if that's the case, keep in mind that you are competing with the big boys at that level. And in that case, you need to have some kind of high-speed system such as a Sun and it needs to be sitting at SIAC, getting it's datafeed directly from SIAC (or if you're trading NASDAQ or futures, then a similarly placed box at those locations for those instruments).
 
I have an automated system up and running in Excel using VBA. A simple stop and reverse system running on 5 symbols. I have experienced problems with VBA and getting the events triggered by an API. The problem is that Excel will drop/not trigger events in the VBA code. This happens just enough that it looks like I will have to code the system in another language. Is seems that if Excel gets distracted for any reason then you run the risk of having an external triggered event dropped by Excel. I think part of the problem is that Excel/VBA is an interactive language and is not really designed to handle external real time events. For example, if you are typing in cell and an external event tries to trigger a VBA event, the event will be dropped. If you popup a window with an error message and Excel is waiting for you to click on a button, all events will be dropped until you click on one of the buttons and remove the window from the screen. Anything that will cause Excel/VBA to lose it's focus can/will result in the loss of events being triggered.
 
Quote from scJohn:

I have an automated system up and running in Excel using VBA. A simple stop and reverse system running on 5 symbols. I have experienced problems with VBA and getting the events triggered by an API. The problem is that Excel will drop/not trigger events in the VBA code. This happens just enough that it looks like I will have to code the system in another language. Is seems that if Excel gets distracted for any reason then you run the risk of having an external triggered event dropped by Excel. I think part of the problem is that Excel/VBA is an interactive language and is not really designed to handle external real time events. For example, if you are typing in cell and an external event tries to trigger a VBA event, the event will be dropped. If you popup a window with an error message and Excel is waiting for you to click on a button, all events will be dropped until you click on one of the buttons and remove the window from the screen. Anything that will cause Excel/VBA to lose it's focus can/will result in the loss of events being triggered.
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If you need to go another route, you may want to consider using VB as you already have the code for it. If you like using the Excel interface, you could probably put an Excel Control on a VB form.
 
Quote from Emini_Expert:

Science trader,

I couldn't find one tutorial on VBA for free (unlike tutorials on C/C++/Visual Basic or Java which you can find hundreds of).
I'd appreciate it if you can refer me to a good free VBA turorial.

Emini_expert.
More...

Microsoft stuff like VBA ? I'm definitely not your man. Sorry.
 
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