VBA question

[harrytrader]

I'm always using Excel and VBA to first prototype, then I asked a programer to port to a development platform, but sometimes it's too costfull so it stays in Excel and VBA until I'm fed up (at the moment I have still a gigantic excel spreadsheet but have decided to eliminate it for it consumes much memory, takes a lot of time for calculation and is difficult to maintain). But without Excel it would be more costfull and difficult.

Quote from chs245:

Well, I beg to differ. I have found VBA and Excel the single most important drivers in my trading profitability. They are excellent tools to develop strategies and evaluate data. Access is not really suited to develop customized trading strategies (incl order management) and Tradestation, Wealthlab simply are a joke to what you can achieve writing your own code (using VBA, VB or whatever else you chose).

OLiver

 

[chs245]

Maybe you database folks have a point. I have found Excel to be a fantastic front end for my trading but I have indeed experienced problems using Excel as a database. Usually because i have more than 64000 records in my spreadsheet.

I have not been willing to invest time to learn SQL. I guess this thread has given me the impulse to start getting familiar with the possibilities that a SQL database gives you.

I would like to ask all SQL-experts to share some of their resources:
- what is the best tutorial site to learn SQL on the net ?
- what kind of software does one need to get started ?

Thanks in advance,

OLiver

 

[nononsense]

Quote from chs245:

Maybe you database folks have a point. I have found Excel to be a fantastic front end for my trading but I have indeed experienced problems using Excel as a database. Usually because i have more than 64000 records in my spreadsheet.

I have not been willing to invest time to learn SQL. I guess this thread has given me the impulse to start getting familiar with the possibilities that a SQL database gives you.

I would like to ask all SQL-experts to share some of their resources:
- what is the best tutorial site to learn SQL on the net ?
- what kind of software does one need to get started ?

Thanks in advance,

OLiver

Hi Oliver,

Of course, learning something new is always a bit difficult. If you're handling lots of data, you'll never regret looking at db.

A first question is where do you want to end up? I myself, a long time user (and prisoner) of M$ am now very seriously looking at MySQL as replacement for my SQLserver. MySQL is also a server/client db, runs on Windoz and on Linux and is free. It has nice books (O'Reilley).

If you're very much M$ based, Excel/VBA, Access is perhaps the best way to go. Lots of books, M$ tutorials, etc. Access has a VBA tightly integrated with it. Access is not client/server which is probably not required if you're in standalone and a newbie. Another feature of Access is that it gives you an optional MSDE database which is in fact identical with SQLServer. This makes later upwards migration easier. Of course Access supports SQL.

The main thing to get started is to install it. Once you start going with some of the examples everything should fall in place very quickly. Studying without hands on experience is almost futile I believe.

Be good,

nononsense

 

[chs245]

Quote from nononsense:

A first question is where do you want to end up?

I do not mind ending up in the M$ camp. I have heard a lot of good things about VB.Net and in that respect, i probably would like to go with a SQL db from MS. Problem is that they offer 7 edition of SQL server! Which one to choose ?

If you're very much M$ based, Excel/VBA, Access is perhaps the best way to go.

If i take the plunge, I want to end up with a long term solution - seems like a true SQL db is the way to go.


By the way, are there any sample databases out there which one could study in order to understand architecture and design ?

Thanks for any advice,

OLiver

 

[ArchAngel]

Oliver - take a look at MS Access - it comes with sample DBs and tutorials and you'll find a load of books at Borders and local libraries on it

 

[CalTrader]

Quote from chs245:

Maybe you database folks have a point. I have found Excel to be a fantastic front end for my trading but I have indeed experienced problems using Excel as a database. Usually because i have more than 64000 records in my spreadsheet.

I have not been willing to invest time to learn SQL. I guess this thread has given me the impulse to start getting familiar with the possibilities that a SQL database gives you.

I would like to ask all SQL-experts to share some of their resources:
- what is the best tutorial site to learn SQL on the net ?
- what kind of software does one need to get started ?

Thanks in advance,

OLiver

Excel is not meant to be a database. Period.

At some point - you need to decide for your situation - Excel will be a money losing solution for handling data. The point at which it goes negative depends upon the quantity of data and the demands of the calcualtions you are basing within the product and the attributes of the data - is it critical data that would bring down your operation were it not available ?

Other solutions are SQl server which is really the best solution if you are willing to be locked into MS software - typically the most expensive solution, although less than Oracle. The product help file is usually enough to get most people up and running. If you dont know the SQL language and T-SQL (Microsofts version with extensions) then you will need to learn it: it is not difficult.

MySQL is the most cost effective solution if your demands are modest but exceed excel, and particularly if you wish the freedom to not be bound to a microsoft only solution: My recommendation to most midsize clients these days is to not get locked into MS unless there begins to be a more cost effective licensing agenda put forth by MS and even then based upon past behaviour it is best to hedge your costs and have multiple choices of vendor.

Acccess is a great alternative to excel but it does not provide the level of programming flexibility on the database side nor does it have all the tools that SQL server has like backup/restore, DTS, and other useful services. It is not the choice for critical time-sensitive data repositories in most cases.

To learn SQL I would recommend a beginner get the books by Joe Celko - We still use his as part of our training for junior DBA's.

 

[nononsense]

Quote from CalTrader:

[...]
MySQL is the most cost effective solution if your demands are modest but exceed excel, and particularly if you wish the freedom to not be bound to a microsoft only solution: My recommendation to most midsize clients these days is to not get locked into MS unless there begins to be a more cost effective licensing agenda put forth by MS and even then based upon past behaviour it is best to hedge your costs and have multiple choices of vendor.
[...]

Of course Cal. A pity that for many we may have to tell them later: "I told you so!"