Automated trading through Excel

Discussion in 'Automated Trading' started by TheStudent, Dec 21, 2004.

  1. $80

    Microsoft's Visual Basic (VBA) language is used in conjunction with Excel's user interface, formulas, and calculation capabilities to deliver a powerful and flexible trading tool. The Model includes five proven technical indicators (ADX, moving average crossovers, stochastics, Bollinger bands, and DMI). You are guided in a detailed fashion through creating worksheets, files, ranges, indicator formulas, control buttons, DDE/Active-X links, and code modules.


    http://www.ozgrid.com/Services/excel-trading-system.htm
     
    #42     Dec 25, 2004
  2. I wonder if a compiled VB executable would solve that? I know what you mean by this though. If you are constantly recieving info, checking and analyzing, I can see how some triggers might not fire if another routine is running at the time.

    Would you mind sharing what method of connection you have to your data and which API you are using?

    JohnnyK
     
    #43     Dec 25, 2004
  3. scJohn

    scJohn

    I am using the Excel trade sheet that comes with Trade Magic using IB as the broker and the data feed. BY going through the trace logs one can see that TM (Trade Magic) is handling the event being posted by IB/s API. For some reason the corresponding events in Excel VBA do not get fired 100% of the time. With an automated system, having Excel VBA fire the events 99.99% of the time just does not cut it.
     
    #44     Dec 26, 2004
  4. What's the advantage of using Excel for automation? VBA is not as powerful as .net languages, and most platforms don't provide an Excel API.
     
    #45     Dec 26, 2004
  5. alanm

    alanm

    As someone pointed out, it is a known issue that Excel does not catch ActiveX events if it is busy doing something else. The only solutions are to either not use ActiveX (i.e. use DDE) or don't use Excel.

    Personally, my C++ app uses the Excel ActiveX control because I like the interface, and it lets me do some quick things in VBA (hotkeys, etc.), but I don't do any event handling in Excel.
     
    #46     Dec 27, 2004
  6. francis1

    francis1 ET Sponsor

    DDE is not a good choice. ActiveX may skip events but DDE will lose its connection altogether. There are also data limit constraints.

    Francis
     
    #47     Dec 27, 2004
  7. bigtrade

    bigtrade

    i think your reffering to baskets - instaquote has a great product for baskets that uses exel spreadsheets- need to be careful if you're not quick you can blow your account up if the market starts to move against you - can be usefull if you figure out how to use exel properly-
     
    #48     Dec 27, 2004
  8. francis1

    francis1 ET Sponsor

    Which platforms are you referring to? Most of those I know have an ActiveX interface, and none offer a .NET interface.

    Excel is a powerful and easy to use analysis application, and VBA is relatively easy to learn for non-programmers. A lot of traders rely on it to test ideas quickly, and a trading app based on Excel is easy to modify on the fly.

    While I agree that compiled languages are better, faster and more reliable, that's easy to say for us programmers but most people are not.

    Francis
     
    #49     Dec 27, 2004
  9. Dustin

    Dustin

    I believe the Citrix version of the Hammer API has .NET.
     
    #50     Dec 27, 2004