Looking to transfer my Excel spreadsheet algo into a popular language

R

rolando87

hey folks, so if I want to liberate myself from my Excel spreadsheet where I have written my Algos, what language should I be transfering those algos to?

Here are my needs (and some notes):

-usable with interactive brokers api
-windows based
-fast as possible
-common with other futures brokers for whenI leave IB
-need to make a decent GUI that comes close to what my spreadsheet looks like.
-my algos aren't overly complicated. probably 10 lines of code.


Also if anyone knows anyone who can do this sort of work (copying an algo written in excel and duplicating it in c++ or java) could you let please or me know. Thanks
 
excel IS liberating. i'll never understand the need to change something that works for the sake of "speed". are you going to beat getco to the fill? you're better off upgrading ram and network connection than rewriting something that already works.

useful high level languages to learn: python or c#. you want to be a real programmer, learn c.
 
Best choice in this scenario would be to go with any .Net language because it has available controls and gui based on MS spreadsheet, charting etc. One can even import/reference Office or Excel namespace and automate it from within .Net program or use it as gui.

C# is becoming the most popular choice.

IB does not have C# api example and the closest to it is VB with example IB API implementation. It is using ActiveX technology and the same activeX can be used with any .Net (VB, C#, C++/CLI). One extra option for C# is 3rd party library for IB - ibcsharp.

Most brokers provide api that can be used with any major languages like c++, java or .net with .net getting more popular and it is fast and rich in features.
 
The issue with staying on Excel is that it takes a while for the realtime prices to update on the excel spreadsheet. I need almost no delay for that and I need it to send orders very quickly as well. The most I can afford is maybe half a second from the realtime action to when the order is actually sent. So far it seems like Excel is too slow for this, unless I'm missing something.
 
Quote from rolando87:

The issue with staying on Excel is that it takes a while for the realtime prices to update on the excel spreadsheet. I need almost no delay for that and I need it to send orders very quickly as well. The most I can afford is maybe half a second from the realtime action to when the order is actually sent. So far it seems like Excel is too slow for this, unless I'm missing something.
More...


i trade live via excel daily -- have for many years -- and i don't see the delay you're talking about. you're a lot more likely to be slowed by ib risk checks, your hardware, and your network connection than excel.
 
Quote from crmorris:

i trade live via excel daily -- have for many years -- and i don't see the delay you're talking about. you're a lot more likely to be slowed by ib risk checks, your hardware, and your network connection than excel.
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So does your excel system send orders automatically as well. Are you using IB as well? What's better for this ActiveX or the DDE one?
 
I monitor 400 symbols realtime and autotrade 3 strategies (1 per sheet) = 1200 quotes in excel x64. Nothing fancy, runs well for my needs. Excel is fine.





Quote from rolando87:

The issue with staying on Excel is that it takes a while for the realtime prices to update on the excel spreadsheet. I need almost no delay for that and I need it to send orders very quickly as well. The most I can afford is maybe half a second from the realtime action to when the order is actually sent. So far it seems like Excel is too slow for this, unless I'm missing something.
More...
 
Not sure why you seeing delays in Excel. Years ago, I had TT feed into Excel via RealTimeData (RTD), and there were no delays.
 
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