Automated trading through Excel

Quote from neilcharlton:

some of the worlds largest investment houses and banks use excel to code develop test and auto trade billions of dollars.

I installed an autotrade system on a 1.5 billion dollar hedge fund the other day . And guess what they used excel and VB .

I haven't read the full post but excel is widely used in the professional investment community. Its not the best tool in the world for this sort of thing but hey it works.

All the traders had access to Bloomberg and Reuters so their DDE links plugged into excel thats why a lot of people still use it .

Hope this answers your question.
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Those are systems of the 90s. We are in the 21st century...
 
Would anyone here know how to break or suspend a DDE link to XL.

I have eignal and I feed RT quotes to XL. The problem is that I only need snapshots so I don't tie up cpu resources. IS there a way in VBA to just refresh the dde links to get RT quotes, then sever the link until I need fresh quotes? Thanks
 
There is an LRT call in eSignal API that does just that. It can be easily done in VB. Just download their VB sample code.
 
I've just made an Excel spreadsheet that can record intraday bars of any time period. It can then make calculations based on those bars and place trades.

I've included a real/simulated trading switch so I can run it for a while in simulated mode. If I can get it to be consistantly profitable in simulated mode then I'll try it real mode.

I like the ability to be able to test it with real trading on the TWS Demo just to make sure that it works.
 
Quote from Sam Mcgee:

I've just made an Excel spreadsheet that can record intraday bars of any time period. It can then make calculations based on those bars and place trades.

I've included a real/simulated trading switch so I can run it for a while in simulated mode. If I can get it to be consistantly profitable in simulated mode then I'll try it real mode.

I like the ability to be able to test it with real trading on the TWS Demo just to make sure that it works.
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The system WHITE of IndexFuturos works also in a simulated mode in order to test your strategy.

Regards.
 
Don't use DDE links for excel. It ties up to many cou's and it is not stable. Go over to RTD. It is from microsoft, it pushes information out and it does not take up as many cpu's and it is more stable.
 
Quote from elram1:

Don't use DDE links for excel. It ties up to many cou's and it is not stable. Go over to RTD. It is from microsoft, it pushes information out and it does not take up as many cpu's and it is more stable.
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RTD is definitely better than DDE but i cannot find a cost effective (Not Bloomberg, Not Reuters) data feed that works with it...

do you know of any... thanks...

cj
 
Agree. It seems the data vendors are either slow or cheap to implement new technology?

Quote from EdgeHunter:

RTD is definitely better than DDE but i cannot find a cost effective (Not Bloomberg, Not Reuters) data feed that works with it...

do you know of any... thanks...

cj
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