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VBA for Excel and Access - Book Recommendations?
- Thread starter mmm
- Start date
Quote from Bob111:
well maybe there is some value, if you want to do something unusual)))) let say-you want record and analyze L2. such thing is not for sale, impossible to find. even if you find it (somewhere on nasdaq) it going to cost you good chunk of money. the only way to work with it-is store it in database. just example
I'm interested in learning how to tie Excel an Access together to help me simply print out charts of various time frames automatically for the past couple years or so.
See attached GIF file for the various charts I am looking to print out. The range from the 2 minute time frame up to the weekly time frame.
What's I'd like to do is to be able to "jump" to a particular day and time. The last bar of each chart, in each time interval, will contain the specified day and time.
Once I set up Excel and Access so that I can jump to a paricular date and time for all the displayed charts, it'd be small step to have the Excel/Access/VBA program receive a starting and ending date and time, and then subsequently jump to the end of each trading day, update the charts, and send the charts to the printer.
With such a program, I can create my own "book" of charts for review purposes. I figure the time I spend creating this VBA program won't be much more than manually printing out each chart (six charts for each trading day) over the past couple years.
Once I am knowledgable about VBA/Excel/Access, it will open the door to many other interesting projects. For example, I can analyze all the past trades I've done via Excel's Pivot Tables feature. Perhaps there's a pattern visible if I group my trades by date, time, day of week, month, type of setup, trending markets, sideways markets, volatility markets, quiet markets, relative to other markets, etc.
Thanks for all your suggestions.
-- M
Attachments
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i'm not a expert in vba or excel or even access, but i'm pretty sure it is possible to do, if you have smallest frame data. one thing i can tell you for sure- to done this job you don't need to know access. you don't have to store data in it. just put it(take it out with vba) from text file. it will be much faster and you don't have to learn another language(SQL) for access.
i'm not a expert in vba or excel or even access, but i'm pretty sure it is possible to do, if you have smallest frame data. one thing i can tell you for sure- to done this job you don't need to know access. you don't have to store data in it. just put it(take it out with vba) from text file. it will be much faster and you don't have to learn another language(SQL) for access.
Yes, very true, I could probably do a quick and dirty rendition without Access.
However, there are about 300,000 one-minute bars of data for the Globex ES contract. If I wish to do analysis on years of data, text based data will become unwieldy. At the very least, I'd want some sort of random access of the data so that I can jump to a particular date and time directly.
Going beyond this calculation, perhaps I'd like to do some correlation studies between the ES, NQ, YM and the VIX. Doing it all via text files, while doable, would be more challenging than letting Access manage the data for me.
My view is uninformed however ... perhaps after further study of Access I'll think otherwise.
Thanks.
-- M
However, there are about 300,000 one-minute bars of data for the Globex ES contract. If I wish to do analysis on years of data, text based data will become unwieldy. At the very least, I'd want some sort of random access of the data so that I can jump to a particular date and time directly.
Going beyond this calculation, perhaps I'd like to do some correlation studies between the ES, NQ, YM and the VIX. Doing it all via text files, while doable, would be more challenging than letting Access manage the data for me.
My view is uninformed however ... perhaps after further study of Access I'll think otherwise.
Thanks.
-- M
Good recommendations above. Another good VBA reference is on the Microsoft Developers Network site, click the library link. Includes developers references, language reference, and technical articles. Look under Office Solutions Development in the menu tree.
http://msdn.microsoft.com
Some sites with VBA code examples (cut and paste, or just learn from):
http://visualbasic.about.com/library/bllearnvba.htm?once=true&PM=ss11_visualbasic
http://www.vbcode.com/
http://www.excel-vba.com/
http://www.mvps.org/access/
http://msdn.microsoft.com
Some sites with VBA code examples (cut and paste, or just learn from):
http://visualbasic.about.com/library/bllearnvba.htm?once=true&PM=ss11_visualbasic
http://www.vbcode.com/
http://www.excel-vba.com/
http://www.mvps.org/access/
You should also consider that Access can use two different architectures (and database engines). The original architecture is called DAO (Data Access Objects), the newer ADO (ActiveX Data Objects).
DAO runs on the "JET" dB engine, ADO on the Microsoft Database Engine (MSDE). Newer versions of Access default to MSDE and ADO. MSDE can directly interface to a Microsoft SQL Server, JET cannot. DAO and ADO use somewhat diiferent terminolgy in interfacing with the data engines but the Visual Basic language used to manipulate the data is virtually identical. I mention this so that when you start looking at getting books you are aware that some deal with DAO structures, some with both DAO and ADO, and a few later ones with ADO only.
If I recall Access 2000 was the first to install the MSDE by default but it came with the JET engine as well.
DAO runs on the "JET" dB engine, ADO on the Microsoft Database Engine (MSDE). Newer versions of Access default to MSDE and ADO. MSDE can directly interface to a Microsoft SQL Server, JET cannot. DAO and ADO use somewhat diiferent terminolgy in interfacing with the data engines but the Visual Basic language used to manipulate the data is virtually identical. I mention this so that when you start looking at getting books you are aware that some deal with DAO structures, some with both DAO and ADO, and a few later ones with ADO only.
If I recall Access 2000 was the first to install the MSDE by default but it came with the JET engine as well.