Excel and FIX for algo autotrading

Discussion in 'Automated Trading' started by mcgene4xpro, May 16, 2013.

  1. Hi,

    I have found this solution to integrate excel/fix/realtime market data for algo trading.

    Has any tried this solution?

    Do you know any other alternatives? plz share

  2. Oh

    I have found this thread


    However, if any needs to add any comment, please do

    I think there are many questions still there need an answer

    Excel has still its advantages and if not working on quick end , one could use it for easily testing , modelling and optimizing some quick , no complex progamming needed trading ideas

    However, i am not still not sure.. if it is suitable solution or not. But, personally, i love Excel.

    This is my bias comes from :)
  3. I can't imagine trading algos using Excel besides for very very simple ones.
  4. I see videos like this


    and wonder how you cannot be simple and slower and survive?
    I mean a simple MOC order, will often be different from whats published. Of course I speak from an independent trader standpoint.

  5. You don't have much imagination. VBA can do quite a lot very well.
  6. Good for you.
  7. gmst


    No offense but Mike is correct. Many people haven't really seen the power of excel as regards to trading!
  8. Hey folks,

    Let us focus on sharing some links/thoughts that would support our own argument.

    I am fairly new of using excel as one of my arsenal software. I would appreciate your positive input here in this thread.

  9. vba is awesome. it's also slow, although it is faster than using sheet-level functions or, say, a pencil and calculator.

    C++ is lightning -- esp where complex computations are involved.

    Just be aware that the big money is using C++ and direct connections. If that kind of time frame isn't important to you, VBA will do anything and everything you want and more, probably.
  10. Pippi436


    If you want to use c++ or c# for excel, XLW is really nice. Its really easy to use. Not sure if you can use it for submitting trades and such, but for implementing calculations its good.

    #10     May 16, 2013