I tweaked an options VBA function routine I found on the 'net and it performs effortlessly in "real time." While Excel itself is now almost garbage in terms of being so slow due to all of the visual "bells and whistles" MS added starting with 07, VBA is plenty fast.
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looking to work with other traders/coders
- Thread starter Jeffro72
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Can you explain what routine you found on the net?I tweaked an options VBA function routine I found on the 'net and it performs effortlessly in "real time." While Excel itself is now almost garbage in terms of being so slow due to all of the visual "bells and whistles" MS added starting with 07, VBA is plenty fast.
Thanks.
I work in C# using a software called RightEdge that has pretty robust event driven backtesting libraries. My system runs as a scheduled task in a VPS to automate data acquisition, system run, preparing orders and sending email notifications. Running 4 systems simultaneously. Trend following (futures, cfds, ETFs, crypto currencies), equity momentum (US stocks), equity mean reversion long/short (US stocks), pairs trading (ETNs). Everything is automated except execution, which I do manually through a custom application that sends the orders to Interactive Brokers.
The in depth analysis of the simulation and live trading is done in Excel spreadsheets. I love spredsheets. But they are not suitable for large simulations, like running simulation on Russell 3000 stocks with historical constituents over 20 years.. no way Excel can do that stuff, but software like RightEdge, Amibroker, Trading Blox can.
Let's touch base, and maybe share some ideas! I'm looking for ways to make the equity momentum system more robust.
The in depth analysis of the simulation and live trading is done in Excel spreadsheets. I love spredsheets. But they are not suitable for large simulations, like running simulation on Russell 3000 stocks with historical constituents over 20 years.. no way Excel can do that stuff, but software like RightEdge, Amibroker, Trading Blox can.
Let's touch base, and maybe share some ideas! I'm looking for ways to make the equity momentum system more robust.
Can you explain what routine you found on the net?
Thanks.
Yes, www.optiontradingtips.com by a Peter McPhee. The gridsearch for Implied Vol given price works flawlessly in real time on a massive sheet. Almost no perceptible lags of any kind despite the fact this algorithm is running continuously on a huge sheet. Here is a link to download his sheet with code:
https://www.optiontradingtips.com/resources/OptionTradingWorkbook.xls
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Thank you sir.Yes, www.optiontradingtips.com by a Peter McPhee. The gridsearch for Implied Vol given price works flawlessly in real time on a massive sheet. Almost no perceptible lags of any kind despite the fact this algorithm is running continuously on a huge sheet. Here is a link to download his sheet with code:
https://www.optiontradingtips.com/resources/OptionTradingWorkbook.xls