Excel Indicators DDE

Discussion in 'Trading Software' started by despichtt, Sep 26, 2009.

  1. I have just been testing Excel with DDE from DTN IQfeed. Pretty cool! I think its best to develop my own quotescreen within Excel while Im allready using some worksheets for the stocks I like to play(some 450).

    Its a shame you still have to develop or try to steel some proper indicators. They have added some nice feateres and included all basic needs to build indicators as well.

    I realy hate inventing the wheel again..

    All Im looking for is some simple Stochastics and RSI thats all.
    Please share your favorite indicators with me; Ill write your name in my testament..
     
  2. sourceforge.net
    ta-lib.org
    gummy-stuff.org/excel
     
  3. TA_Lab looks good. You have to collect days of data first before its running? Insallation good but cant find any documantation on the add..
     
  4. quick hint, look at XLQ, IQFeed's or IB's DDE feeds are increadibly unstable, lies in the nature of DDE. XLQ hooks up to their APIs.

    Its about the data first, then you can code pretty much any of the indicators you want or use the libraries mentioned earlier.

     
  5. Implemented some RSI and Stoch through NeoTickers' DDE. Surprisingly straightforward and accurate this time so far!

    Dont know if this will stil be the case after some 450 symbols..
     
  6. Anyone, some knowledge on this story:


    ''If you are going for highest performance, staying inside Neo will definitely be much faster.

    I don't use anywhere near 500 symbols. If it will work will depend how complex your calculations are and how often you refresh the quotescreen (on each tick or for example on a 500ms timer).

    Another factor, if you are using custom indicators/formulas, is in what language you are going to implement them. There are many choices, i.e. Neo's own formula language(easiest for newcomers), scripting languages like vbscript, java-script, or compiled languages like c++ or net.''


    Im sure they'll send you to heaven if you tell me more about this compelling story!!
     
  7. Im sorry, its a bit incomplete..

    We were talking about the dfference in speed using Neoicker DDE or Neo's quotescreen.

    Please let me know!!
     
  8. The story is this:
    Neo will ALWAYS be more efficient than Excel for one simple reason: It's MULTITHREADED. Excel is an STA (Single Threaded Architecture). That really hurts it for realtime usage with more than a dozen symbols. Excel handles any DDE data overload pretty well, but it will DEFINITELY skip ticks when it has to.
     
  9. Thank you very much! I started NeoTickers quotescreen but while it took so long to fill the screen for about 150 symbols, I tried something else. Didnt look very prommising.. Should have given it more tought in advance. Silly me!
    Im so desperate to start trading that I overlooked this issue. I admire those guys just give it a try and start somewhere..
    Perhaps reconsider this feed as well; read this fillings are much faster else. I give it a try anyway; will let you know..
    Excel perhaps good for EOD analises but thats not me! Im more of a momentum trader so I need that extra speed. The sheet could manage some 500 symbols but was very, very slow indeed.
    Check back..
     
  10. Quotescreen works amazingly well!

    Entered some 450 symbols, a lot of indicators and a couple of calculations: no problem..

    Only startup bit slow but when its running seems to have no problem so far!
     
    #10     Sep 29, 2009