True. I need to use subs to keep track of the trades that where done and to keep a small history of last N ticks. Otherwise, the decision to rebalance can be all done from a single function.
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I assume you're referring to the RtUpdate & RtGet functions. If so, use RtUpdate as this fires off the worksheet_change event. So, you now know the cell that has changed (using a check that the intersect of Target and MyCell is not nothing) you can iterate thru it's dependents.
b) You can always define some VBA User Defined function to detect any changes on the cells that you're interested and Excel will trigger your UDF function when any of the monitoring cell changes. For example, you wan to monitor any changes in cells A1, B1, C1. Assuming that these cells are getting the Reuter's data. In vba, you can write a function like the following: public Function MonitorCell( byval x as String, _ byval y as String, _ byval z as String) as String '' do some calculation, send trade etc... End Function and you can put this function in Cell D1 as = MonitorCell(A1,B1,C1)