excel VWAP

kwancy · Dec 8, 2006

I am using e-signal DDE link on excel, and am wondering how I can compute live VWAP on excel without VBA or java.

any suggestion?

Arnie · Dec 8, 2006

http://www.cis.upenn.edu/~mkearns/papers/vwap.pdf

kwancy · Dec 8, 2006

thanks, but that is not what I am asking for in here.

I am seeking help to solve the technical issue of computing live VWAP on EXCEL using DDE.

kwancy · Dec 11, 2006

anyone?
Or any suggested alternative?

Bernoulli · Dec 11, 2006

Can't be done.

gwb-trading · Dec 11, 2006

Try this search....

http://www.google.com/search?hl=en&q=vwap+.xls

hektor · Dec 11, 2006

I dont know if this is the solution for you, but you can use Alexis VWAP formula

http://forum.esignalcentral.com/showthread.php?s=&threadid=12856&highlight=vwap

and export the study value into DDE, simply modifying this code

http://forum.esignalcentral.com/showthread.php?s=&threadid=11243&highlight=export+excel

jasonbraswell · Dec 11, 2006

I think you have to use VBA, but you need some skill to do things like exception handling. The other option is to use quotein.com.

kwancy · Dec 12, 2006

Quote from hektor:

I dont know if this is the solution for you, but you can use Alexis VWAP formula

http://forum.esignalcentral.com/showthread.php?s=&threadid=12856&highlight=vwap

and export the study value into DDE, simply modifying this code

http://forum.esignalcentral.com/showthread.php?s=&threadid=11243&highlight=export+excel

thak you very much.

kwancy · Dec 14, 2006

how do I install efs on e-signal?