DDE to Excel to new formula back to chart?

Discussion in 'Trading Software' started by ang_99, May 23, 2008.

  1. Say you have some quotes linked to excel through DDE or OLE.

    Then you make some new formula using the streaming quotes to come up with a new value or your own indicator of sorts.

    How can I get this new changing value plotted onto a chart from excel?

    Any software that can do this? I don't believe excel charts have any way to plot a changing value onto a chart like a stock chart.. or can it?
     
  2. Have you tried it?

    In general a chart is linked to a data range: change the data in the range and the chart changes.

    DDE is a curse for anyone trying to manipulate real time data in Excel. If you can use an activeX control to get your data, you'll have more flexibilty in capturing and using realtime data.
     
  3. I don't follow.. My value is in one cell and there is no range of values.

    Its just one cell with one number in it thats constantly changing.

    I want to plot this on a chart. time/y-axis value/x-axis.
     
  4. Plotting a chart inside excel from changing excel values is possible but fraught with frustration...

    We use DDE / RTD spreadsheets all day every day to help trade the NAZ Futures and ES Futures... by building custom indicators on these indexes that give an internal read on the those futures derived from indicators on these indexes...

    Our DDE sheet has 600 symbols on it (500 spx stocks and 100 NDX stocks) and from that we build formulas that chart SP500 indicators and NDX indicators by throwing the summed data (every two seconds using a VBA windows timer event) from EXCEL 2007 to Sierra Charts as the real time charting app...

    We have the Advance Decline for the SP500 and NAZ 100... updating every two seconds..

    We Have The Trin for both updating every two seconds...

    We have the index total Volume and total volume difference (advancing stock volume minus declining stock volume) updating for both every two seconds.

    We have the money flow for both indexes updating every two seconds...

    We have the average net change (add up all net changes for every stock and divide by 500 to derive depth of commitment to change in the market) for both indexes updating every two seconds..

    works fine... not a holy grail but much more helpful then watching the dis-information provided by the NYSE indicators...

    here is a snapshot image of todays sp500 index indicators... charted from Excel into Sierra charts...updated every two seconds...

    <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=1932958">
     
  5. teun

    teun

    When you just want to use plain Excel, the only possibility is to use iteration...
     
  6. maxpi

    maxpi

    I should get Sierracharts. It has an excel-like part that is integrated with the charts, cleverest thing I've seen in a long time, I haven't used it in years but when I did it was too cool.....
     
  7. ok , so edgehunter and maxpi, are you guys saying that all I need to do is get sierra charts and click on some kind of excel link and bingo, it works?


    That would be cool, because I'm not very tech savy.

    I use Ensign at the moment, not sure if I could accomplish what i'm looking for. I'll call them next week.
     
  8. Sierra Charts, unless they have updated this lately, limits the amount of symbols you can use inside their internal spreadsheet to 100 symbols... i think... not sure if it has changed but that is the max when i checked a while back...

    I throw data from excel stand alone into Sierra Charts from across the network... unlimited symbols in EXCEL to build custom indicators...
     
  9. Hi ang_99,

    sorry, it takes coding to get what i wrote about done...

    I was just trying to show what is possible to do with EXCEL as far as professionally charting custom indicators built from a large number of symbols using the data that is dynamically changing in a DDE from second to second.

    BUT... !!! As far as i know You can create internal spreadsheets in Sierra Charts with a certain number of symbols and build custom indicators and chart those quite easily so maybe that would be the best path for you to explore...

    i hope you are able to accomplish what you need to help your trading..

    edge....
     
  10. This may work, I will give this a shot..
     
    #10     May 23, 2008