How to learn "Using excel for trading"

Quote from Nana Trader:
Q1.EdgeHunter, thanks a lot. Is VB and VBA same?
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A1. Visual Basic is a programming language that can be compiled to create standalone exe's and ActiveX dll's.

VBA is an acronym for Visual Basic for Applications, and is subset of VB that is used as a programming language for MS Office (as well as some other programs like AutoCad).

VBA is not capable of creating a standalone executable, but rather is ran within the host environment of the parent program (Excel, Word, Access, etc.)

VBA is an acronym for Visual Basic for Applications, and is subset of VB that is used as a macro language for MS Office (as well as some other programs like AutoCad). VBA is not capable of creating a standalone executable, but rather is ran within the host environment of the parent program (Excel, Word, Access, etc.)

Quote from Nana Trader:
Q2.-Few trading platforms out there that supports VB/excel?
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A2. IB, DTN, eSignal's Commercial API (don't touch Desktop API)... more check google

Quote from Nana Trader:
Q2.How easy is it to creat functions in VB?
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Very easy and many very complex ones can already be found in Code Depository sites like
http://www.planet-source-code.com

Quote from Nana Trader:
Q3.- How do you instruct to "buy" in VB?
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A3. IB VB code has buy examples in it i think but not sure otherwise all should have code examples that will enhance your own coding efforts.

Quote from Nana Trader:
Q4.- Is there any good trading forum for VB/excel?
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Microsoft newsgroups are the best and they have experienced and helpful coders in there that will post complex answers to complex questions... plus searching like you said on Googy...

... hthelps...

:)

cj


__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Quote from Nana Trader:

since i know excel won't be hard, & there might
be few benifits to learning it, i still don't mind
learning it.

I need to have more opinions, so far thanks to
all replies
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No need to be rude -----my friend----I was just trying to help. AS you stated above "don’t mind learning"-----so i provide way to learn it. If you have a specific question, then maybe I can give you a specific answer. You can always hire a excel person? (I can provide you with a name)

good day:)
 
Quote from EdgeHunter:


A2. IB, DTN, eSignal's Commercial API (don't touch Desktop API)... more check google

A3. IB VB code has buy examples in it i think but not sure otherwise all should have code examples that will enhance your own coding efforts.


Microsoft newsgroups are the best and they have experienced and helpful coders in there that will post complex answers to complex questions... plus searching like you said on Googy...

... hthelps...


[/B]
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Thanks for info, VB is just an alternative, but IB and others
can be trade through order managment sofwares like
Tradebolt, tradebullet,...for integration with TS

I think TGregg was right on this. Anything else than C++ isn't reason for me to shift from Tradestation EL scripting. (VB ActiveX can lose events, as per below link has mentioned).


http://www.interactivebrokers.com/en/software/highlights/apiHighlights.php?ib_entity=llc
-'VB to ActiveX Intermediate Somewhat robust and reliable (ActiveX can lose events); fairly high performance. Windows only.
Medium learning curve; moderate time to production. "

-C++ to Socket, Professional ,Very robust and reliable; high performance. Sample code for Windows only. Socket protocol is platform independent. High learning curve; longer time to production.
 
Does anyone use Excel to do automated order entry thru IB TWS?

Also while we're on the subject, any links/books that can help calculate a composite moving average of 5 stocks realtime using Excel and IB data feed?

btw MAESTRO , I find Ensign to be rather buggy. Do you use ESPL to automate your trading?

I have'nt had much time to search thru all the various links posted.Thx for any replies, saves me time searching.
 
Quote from mhashe:

Does anyone use Excel to do automated order entry thru IB TWS?

Also while we're on the subject, any links/books that can help calculate a composite moving average of 5 stocks realtime using Excel and IB data feed?

btw MAESTRO , I find Ensign to be rather buggy. Do you use ESPL to automate your trading?

I have'nt had much time to search thru all the various links posted.Thx for any replies, saves me time searching.
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IB site don't recommand it
http://www.interactivebrokers.com/en/software/highlights/apiHighlights.php?ib_entity=llcDDE for Excel, Beginner, Limited; uses obsolete technologies; lower performance. Windows only. Small learning curve; rapid development time.
Even VB activeX not much reliable

IB API userguide for ActiveX and DDEexcel (can be finished in
one day only)
http://www.interactivebrokers.com/en/software/api/apiGuide.htm

For calculation of composite moving average of 5 stocks realtime and building other indicators using Excel, tools like this can be used.
http://www.modulusfe.com/tasdk/excel.asp
 
can you use excel or some kind of programming indicator to separate and add up the transactions in a Time and Sales window.

Is there an indicator for this already? Something that would say:

stock: LU

NYS: red prints 800k green prints 90k

PSE:

CHX:

ect, ect, ect.

basically, is there anything that can be used to add up time and sales by different categories in real time?

If not, is it possible to code this in some language? If so, which language?
 
Quote from newguy1:

can you use excel or some kind of programming indicator to separate and add up the transactions in a Time and Sales window.


basically, is there anything that can be used to add up time and sales by different categories in real time?

If not, is it possible to code this in some language? If so, which language?
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I think TS2000i is able to do these type analysis, but you need
to feed all the historical data fields needed for it and TS2000i
supports these price value infos:
bid record, trade record, ask record, best bid, best ask, split,
distribution, volume multiplier, price multiplier, implied volatility

http://www.regisdata.co.uk/sampledata.htm
you need level 1 and quote sizes

I know you can backtest all kind of difficult analysis with
TS2000i, but can't do some with TS8 as it doesn't offer
best ask/bid values in data settings, as far as i know.
And for realtime analysis, deapnds whether RT data
feed into ts2000i supports above data value fields and
you need to be fluent in using Easylanguage for doing these.

I hope whether above was relating to your question
 
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