Technical Indicator data feed straight into Excel?

Discussion in 'Data Sets and Feeds' started by SelfMadeDude, Mar 12, 2023.

  1. I'm looking to import technical analysis data (RSI, SMA, MACD, etc) straight into Excel on a real-time basis.

    Does anyone know how I can do this?

    Thank you, and apologies if my question seems too "tech newbie" -- I am just learning more and more about automation.
     
  2. ZBZB

    ZBZB

  3. With IBKR, you can use the DDE Socket Bridge API. Just download the .XLS example spreadsheet and modify for your needs.
    https://interactivebrokers.github.io/tws-api/dde_intro.html

    I use a VBA script for real-time charts, but it only has a 1s refresh rate. Next step is a python>excel>TWS API integrated functionality.
    [​IMG]
     
    SelfMadeDude likes this.
  4. Thank you guys.

    What I am trying to do is just simply have the SMA information for the 10, 20, 50, 70, 80, 90, 100 and 200 SMA directly fed into my EXCEL spreadsheet so that I can create the appropriate formulas...nothing hard.

    For example, whenever the 50SMA is below the 200SMA but above 10SMA, I want cell XY to turn purple.

    I am working the the SNP Futures only

    Any tips on how to get started?
     
  5. themickey

    themickey

    Can you not just type sma formulas into cells?
    Do you know the formulas?
     
  6. I'm doing that right now but in real-time for x number of different timeframes so it has become a little tedious, not a lot....but I'm exploring what else I can automate if I can do this.

    Might expand my spectrum of quantifying chart data according to a sequence of sorts.

    I guess being able to do this will organically enable me to explore more possibilities....

    I'm at square 1 on this endeavor right now so any input would be greatly appreciated
     
  7. themickey

    themickey

    What formula are you using for a sma?
     
  8. Ok. It is clear that my knowledge level of what I am trying to do...and more so, what I am trying to explain, is very low.

    Essentially, what I am trying to do is get the 10SMA from [chart/data service] directly plugged into my spreadsheet "Cell B10" and the 20SMA into "CELL C10"

    I have a formula that when B10 > C20, the cell turns orange...for example

    And I do this for 7 timeframes with 8 different simple moving averages

    And I have various different criteria


    I hope this makes sense
     
  9. I think you're saying that you only have the current data. To get the SMAs, you either have to get the calculation from the data provider (this is likely unavailable) or record the real-time data into cells and then calculate the SMAs yourself.

    Is this the problem?

    To get around this, my spreadsheet builds columns of API data in real-time, and then I can directly compute any indicators using explicit formulas in the cells. It's all done with VBA algorithms.

    I also have this problem. I would love to be able to get real-time indicator values from say, TD Ameritrade thinkorswim, but their API is messed up, for me at least. TWS has a lot of cool indicators, but you can't call the values through the API, AFAIK.

    The data vendors don't really give you indicators, unless it is in the API documentation. Stuff like IV, and bid size is available, but many others are not.

    Many traders will build sophisticated analysis systems that maintain up-to-date databases in real-time for any number of symbols, asset features, etc. It's not an easy thing to do, however.
     
    Last edited: Mar 12, 2023
    SelfMadeDude likes this.
  10. themickey

    themickey

    #10     Mar 12, 2023
    SelfMadeDude likes this.