Automated trading platform that uses VisualBasic (vba)?.

Discussion in 'Automated Trading' started by GRT00, Nov 25, 2008.

  1. GRT00



    I´ve a trading system that is written in VisualBasic (.vba) and I´m looking for an automated trading platform software that is able to work with my trading system. I´ve been looking the last days but it seems I can´t find any that will work with VisualBasic (vba). Most of them use C or EasyLanguage or even VisualBasic.NET (which is different from Visualbasic).

    Do you know of any platform for automate my trading system with VisualBasic?.

    I normally use a tool which is called VisualChart that allows me to run .vba trading systems but I think integration with other tools is really difficult.

    Could you give me some ideas please?.

    Thank you,

  2. GRT00


    I forgot to say that I´m not interested in VBA for Excel trading platforms because it seems they are not very reliable and that they are slow.

    Do most automated platforms that use Visual Basic use VB.NET and no one use Visual Basic 6.0?
  3. Tums


  4. GRT00



    I´ve been taking a look at Neoticker and I´ve found the following under the Automated Trading section:

    You can use an external development tools such as Microsoft Visual Studio or Borland Delphi to develop trading systems, with full access to NeoTicker® data and services via IDL interface. NeoTicker® supports both COM and Microsoft .NET 2.0

    It seems that Neoticker doesn´t run trading systems written in VisualBasic on his own. It seems I have to integrate it through COM or Microsoft .NET 2.0. Even more, I think it uses VisualBasic. NET, which is quite different from VisualBasic 6.0 or .vba, which is the language the system is written.

    Anyways do you use Neoticker as a automated trading platform?. Is it realible, fast, and a good automated plaform or it has its problems?.

    I´ve also read about Trading Technologies API. I think that is the best one but I think it takes a lot of time and programming to be able to integrate other programs with their API. Anyone knows about Trading Technologies API?.

    Thank you!.
  5. Use platform API's: TT, OEC etc.
    Should consider porting/upgrading your app to .net

    I believe your current VBA code can execute within excel... DDE/RTD performance hits are not significant unless you need sub 50 ms executions.

    This seems the easiest and offers the most broker platforms to work with.

    Good luck
  6. GRT00



    Well, I´m really interested in Trading Technologies (TT) API because I´ve heard TT is the fastest and most realiable company in terms of fastness and realibility for executing the orders. What I think now is that it could be really difficult to integrate any other program with TT API, and I´m not really sure if the EUREX works with TT API (it seems they use the FIX Protocol, which I think is not suitable for the Eurex Exchange?).

    My trading system trade futures in the EUREX (Bund Futures) so I´m not sure if sub 50 ms executions should be mandatory or not for that Exchange. My system gives like 6 or 7 buy/sell signals per hour (with 10 Bund Futures contracts per side). That means like 500-550 at the end of the day. Should DDE/RTD performance be able to do this and match tick by tick orders?. Could you please recommend me 2 or 3 trading plaforms or brokers that deal with DDE/RTD and Excel?.

    Thank you for your answers because I´m totally lost with the number of automated trading platforms (I´ve been looking for a trading platform that suits my trading system written in .vba for the last 2 weeks without much success).

  7. TT supports RTD with Pro license. TT Autotrader is kludgy if your trading multiple accounts. It uses dde back into the x-trader platform for trades.

    Openecry uses DDE and is decent and so is IB. With most Excel implementations your brokers software platform is the dde server and your using excel to calculate and trigger orders.

    What you do in excel with VBA etc. can be very fast or very slow. Lots of tricks to really speed things up and optimize.

    We use excel for most modeling before compiling to a standalone application. Quick/dirty and gets the job done surprisingly well.
  8. GRT00


    I think it could be difficult to convert my .vba trading system into Excel formulas. My system is a little complex with several indicators, so I´m not sure if it could be "translated" into Excel so easily. So I don´t think RTD/DDE is a solution for me.

    If I don´t find an automated trading platform that allows me to run .vba trading systems directly, I think the alternative should be in trying to integrate the tool I actually use to run my .vba system (it is called VisualChart but it is not capable of automate orders) with an API, like TT API or any others. So my solution is to look for API´s. I will send an email to Trading Technologies asking for their API (I think it is called FIX Adaptor) or others. I also think that the integration with an API could take a lot of time and testing to make it a good integration. Does anybody uses any API to connect their tools and systems to another program and that is good and reliable?.

    Thank you,


  9. CBuster



    Seems like you are a bit all-over-the place unless I am misunderstanding you.

    vba (visual basic for applications) is visual basic watered down for use with other apps - generally MS Office (excel) which is why everyone keeps suggesting Excel to you. if you have written in vba (not VB6) then it sould integrate into excel without too much need for using excel formulas.

    TT offers 2 products. 1 is their normal API and comes "free" with TT Pro (which costs approx 1k p/m btw). The other is their FIX adapter which costs extra again. Both are compatible with Eurex. TT is indeed a top-drawer product for trading Eurex.

    TT API can be used with Excel (vba). Not sure about VB6 but it is ok with .NET.

    I know it's not what you want to hear, but if you are coding in VB6, you should really try the step-up to VB.Net. They are not that different once you get going and everything is moving towards .Net compatibility and away from the old school VB6 type stuff.
  10. GRT00


    Ok. Thank you. I´m not sure if I want to trust on Excel for trading. I will have to study the Excel option anyways. But I think it should be better to try to integrate the program where I run the trading system with an API, preferible with Trading Technologies. I´ve sent TT an email but do you know what are the real differences between the FIX adapter and the normal API that TT offers besides the Excel option?.

    #10     Nov 26, 2008