I am willing to show you for free the way of doing it with excel, but I can't give you my automated excel file, nor do the whole thing for you. In return, I might get some good ideas, simply by hearing your questions. Be prepared to study some visual basic and excel functions for the next six months, if you want to do this. Walkenbach's manuals are what I recommend. One excel manual (1000 pages) and one vba manual (1000 pages). In fact, after you automate everything, things get boring, so this is one of the reasons I am willing to help. It will stimulate my brain.
If you trade off of daily data, and are willing to pay some money, tradingblox is probably your best option. The full "builder" version enables you to write custom strategies, but it also has some "canned" strategies that you can modify. Most importantly, it handles all of the complicated portfolio management issues of having multiple positions outstanding at the same time. www.tradingblox.com. The forums on the website are also very helpful.
* There is really no need to pay for any software. Just learn some excel macro tricks .. excel charting etc.. That is, unless you're needing to process sub second data.
Thanks guys for all the replies. Travis, I understand the power of VBA and in fact have used some excel spreadsheets to do an arb via TT. In fact I think VBA should be able to handle what I need and I look forward to learning from you.
Not sure there are any arbs around *today* that last for long enough to capture with VBA. Maybe 3 years ago. Are you suggesting that they still are?
On second thought ... having read some of your other posts, I might have to ask what you think arbitrage is.
Relax on the hostility, I have not professed any knowledge nor offered any advice on any subject. I just stated that there are arbitrages, to MY knowledge of what an arbitrage is.
Ok .. fair enough. In my corner of the market(s), you have to he very very fast to get any joy out of arbs currently. No chance with a spreadsheet. Some chance with co-located hand written device driver based exchange connectors, and a shitload of capital funded at a 0%. But still no guarantees. Apologies for implied hostility.