Automated trading through Excel

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

  1. Those are systems of the 90s. We are in the 21st century...
     
    #61     Jan 11, 2005
  2. Would anyone here know how to break or suspend a DDE link to XL.

    I have eignal and I feed RT quotes to XL. The problem is that I only need snapshots so I don't tie up cpu resources. IS there a way in VBA to just refresh the dde links to get RT quotes, then sever the link until I need fresh quotes? Thanks
     
    #62     Jan 12, 2005
  3. MAESTRO

    MAESTRO

    There is an LRT call in eSignal API that does just that. It can be easily done in VB. Just download their VB sample code.
     
    #63     Jan 12, 2005
  4. hihi

    hihi

    #64     Feb 13, 2005
  5. I've just made an Excel spreadsheet that can record intraday bars of any time period. It can then make calculations based on those bars and place trades.

    I've included a real/simulated trading switch so I can run it for a while in simulated mode. If I can get it to be consistantly profitable in simulated mode then I'll try it real mode.

    I like the ability to be able to test it with real trading on the TWS Demo just to make sure that it works.
     
    #65     Feb 13, 2005
  6. hihi

    hihi

    The system WHITE of IndexFuturos works also in a simulated mode in order to test your strategy.

    Regards.
     
    #66     Feb 14, 2005
  7. elram1

    elram1

    Don't use DDE links for excel. It ties up to many cou's and it is not stable. Go over to RTD. It is from microsoft, it pushes information out and it does not take up as many cpu's and it is more stable.
     
    #67     Feb 16, 2005
  8. RTD is definitely better than DDE but i cannot find a cost effective (Not Bloomberg, Not Reuters) data feed that works with it...

    do you know of any... thanks...

    cj
     
    #68     Feb 16, 2005
  9. Agree. It seems the data vendors are either slow or cheap to implement new technology?

     
    #70     Feb 16, 2005