Well, to do it, you've got to shut down a lot of automatic facilities and do them on a timer instead. Make the calculations update manually, lock the worksheet, kill the screen updating, etc. Once you do that, it's pretty fast. Its automatic the event handling that really slows it down.
Yeah, I was thinking of an approach that minimizes the use of VBA and tries to use 2010's strength by allowing the formulas to do all the work (it must be a horrible approach b/c it's pretty much the exact opposite of what your saying, ha). The only macro in the sheet is one that is event driven by a single cell that flags to TRUE when there is an order to be sent from any of the models. Then it can run a quick order send / risk check macro, but then right back to the sheet on full auto-calc. The downside to the approach is that any signal logic must be embedding in cells creating the need for any historical bars, stats, etc. to be held in formulas as well. My concern with that approach is losing ticks while copying data around for bars or when the order sending macro is running. I don't know the answer, but I would imagine that data gets lost rather than queue??
If I write something in Excel 2003 32 bit and then open it in 10 64 bit and then save as xl10 64 bit do i then get all the benefits of 10 64 bit? - reason is I prefer to do development in 2003 with old interface I am used to and have been using for years.
Yes, just save the workbook as XLSX or XLSM format. Unfortunately you'll need to get used to the "Ribbon" interface. However, someone did create an addin that provides the old style menu bar system in XL 2007, 2010. You should be able to Google it. The VBA menues are the same.
http://blogs.msdn.com/b/davbosch/archive/2006/08/29/730183.aspx http://blogs.msdn.com/b/dmahugh/archive/2006/08/22/712835.aspx One more thing to consider before jumping to 64bit Excel, compatibility: http://technet.microsoft.com/en-us/library/ee681792.aspx