Automated trading through Excel

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...

http://www.mindspring.com/~tflynn/vbalinks.html
http://lacher.com/toc.htm
http://www.mvps.org/dmcritchie/excel/excel.htm
http://www.excelforum.com/
http://www.anthony-vba.kefra.com/
http://www.ozgrid.com/VBA/default.htm
http://www.mathtools.net/Excel/VBA/
http://www.itlearningmaterials.com/msexcel.htm
http://www.fontstuff.com/vba/
http://www.mindspring.com/~tflynn/excelvba.html
http://www.barasch.com/excel/xlvbaa.htm

http://searchvb.techtarget.com/bestWebLinks/0,289521,sid8_tax4e6,00.html
http://techsupt.winbatch.com/webcgi...t.web+Tutorials+Automating~Excel~Tutorial.txt
http://www.computer-training-software.com/excel2000-t.htm
http://www.excel-vba.com/tutorial.htm

JohnnyK
 
$80

Microsoft's Visual Basic (VBA) language is used in conjunction with Excel's user interface, formulas, and calculation capabilities to deliver a powerful and flexible trading tool. The Model includes five proven technical indicators (ADX, moving average crossovers, stochastics, Bollinger bands, and DMI). You are guided in a detailed fashion through creating worksheets, files, ranges, indicator formulas, control buttons, DDE/Active-X links, and code modules.


http://www.ozgrid.com/Services/excel-trading-system.htm
 
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.
More...

I wonder if a compiled VB executable would solve that? I know what you mean by this though. If you are constantly recieving info, checking and analyzing, I can see how some triggers might not fire if another routine is running at the time.

Would you mind sharing what method of connection you have to your data and which API you are using?

JohnnyK
 
I am using the Excel trade sheet that comes with Trade Magic using IB as the broker and the data feed. BY going through the trace logs one can see that TM (Trade Magic) is handling the event being posted by IB/s API. For some reason the corresponding events in Excel VBA do not get fired 100% of the time. With an automated system, having Excel VBA fire the events 99.99% of the time just does not cut it.
 
What's the advantage of using Excel for automation? VBA is not as powerful as .net languages, and most platforms don't provide an Excel API.
 
As someone pointed out, it is a known issue that Excel does not catch ActiveX events if it is busy doing something else. The only solutions are to either not use ActiveX (i.e. use DDE) or don't use Excel.

Personally, my C++ app uses the Excel ActiveX control because I like the interface, and it lets me do some quick things in VBA (hotkeys, etc.), but I don't do any event handling in Excel.
 
As someone pointed out, it is a known issue that Excel does not catch ActiveX events if it is busy doing something else. The only solutions are to either not use ActiveX (i.e. use DDE) or don't use Excel.
More...
DDE is not a good choice. ActiveX may skip events but DDE will lose its connection altogether. There are also data limit constraints.

Francis
 
i think your reffering to baskets - instaquote has a great product for baskets that uses exel spreadsheets- need to be careful if you're not quick you can blow your account up if the market starts to move against you - can be usefull if you figure out how to use exel properly-
 
What's the advantage of using Excel for automation? VBA is not as powerful as .net languages, and most platforms don't provide an Excel API.
More...
Which platforms are you referring to? Most of those I know have an ActiveX interface, and none offer a .NET interface.

Excel is a powerful and easy to use analysis application, and VBA is relatively easy to learn for non-programmers. A lot of traders rely on it to test ideas quickly, and a trading app based on Excel is easy to modify on the fly.

While I agree that compiled languages are better, faster and more reliable, that's easy to say for us programmers but most people are not.

Francis
 
Quote from francis1:

Which platforms are you referring to? Most of those I know have an ActiveX interface, and none offer a .NET interface.
More...

I believe the Citrix version of the Hammer API has .NET.
 
You must log in or register to reply here.
Back
Top