Excel Automation

Quote from dima777:
do you analyze price history in excel or oly realtme data

You can analyze price history or real time data in Excel...

We choose, since we are dealing with so many stocks, to import the data into SQL Server 2000 and do the analysis using Stored Procedures to lower the CPU use...
 
We automate our trading through excel using Windows XP scheduled tasks. Assuming you are logged in to your computer, the tasks can be set to run at any time of the day or night. It's a matter of creating a small .vbs file that kicks off a .bat file which runs excel. Excel then pulls in quotes from our data sources, calculates values, and exports the results. The .bat file then closes excel and it's as if nothing ever happened. Works quite well.
 
TT's X_TRADER PRO includes a program that links to Excel for trading decisions. You can use RTD for real time market and position data and then build your logic in excel.

RTD is an Excel function designed for getting real time data into Excel in an efficient manner. If your platform supports it then you can get real time data into a spreadsheet.

Excel formula calculate faster than VBA but there are some things that just can't be done in excel. the biggest is saving a history of price or value changes.
 
it can be done with a moderate amount of work. well within a normal person ability and about two months of dedication. you may have to at some point hire a consultant for some parts but not real expensive.

i would expect 3 months one month initially just to figure things out and put a project out on elance. one month to tune and get something up and running and the last month for finishing it and start trading.

mb
 
Quote from futures_shark:

TT's X_TRADER PRO includes a program that links to Excel for trading decisions. You can use RTD for real time market and position data and then build your logic in excel.

RTD is an Excel function designed for getting real time data into Excel in an efficient manner. If your platform supports it then you can get real time data into a spreadsheet.

Excel formula calculate faster than VBA but there are some things that just can't be done in excel. the biggest is saving a history of price or value changes.

WOW..IS IT ABSOLUTELY IMPOSSIBLE TO STORE HISTORIC PRICES FOR FURTHER ANALYSIS IN EXCEL???
 
Quote from dima777:

WOW..IS IT ABSOLUTELY IMPOSSIBLE TO STORE HISTORIC PRICES FOR FURTHER ANALYSIS IN EXCEL???

It is true that there is no excel function that can store a history of live streaming prices. But that doesn't mean it's impossible. It's possible to write custom VBA code that will get the job done.
 
thanks! can anyone else with experience in excel automation please post here?

has anyone tried strategyrunner with excel?

i found the following news article from fxweek magazine which testifies to the fact that excel is used by larger institutions:

LONDON – Lehman Brothers is expanding its e-commerce capabilities, as part of the continued expansion of the bank's forex business.

The bank has made a number of additions to FXLive, its proprietary trading platform, while bolstering its e-commerce sales team with two hires in London and New York.

New features on FXLive include smarter order types, a FIX interface, and portfolio-management and analytical tools.

The FIX interface enables clients to write their own models in Excel and trade them with the bank. Lehman is certified as FIX-compliant by the FIX committee, and is the only bank to have achieved this status.
 
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