Well, I am not having any trouble building the custom indicator, I've been able to set up the alarm, and have excel set up to place trades automatically when certain conditions are met. I have not been able to figure out how to get the data into excel without using Qlink which only offers the options of 1 minute data. What kind of code would I have to write to call for the data in x number of seconds instead of every minute as I do now???
Should be in milliseconds...just change that value. At least that is how it is in java, should transfer over to vba.
Qlink does feed tick data which updates on the order of milliseconds... There isn't an easy way to update all of the trades every 1 second or every 5 seconds. Processing and memory dictates that I update every few seconds when analyzing hundreds of stocks.
As a (soon-to-be) former bank-trader all my prop-models is built in excel using the Bloomberg API. I'm setting up our family office and would like to continue using these prop-models but I would prefer a cheaper alternative to Bloomberg. Any suggestions? I would need the application to source 15-min, 2-h and daily fx data into excel. Appreciate your inputs.