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RE: Excel



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Walter:

My work has been in two areas:

For my employer I'm writing code that will be exporting data from a legacy
system written in COBOL to a Visual Basic database system that allows the
user to do some data anyalysis work via some custom software. The user has
the ability/option to export data to Excel which automatically charts that
data via a VB program that handles all of the automation.

For myself I've been working with Excel's VBA for my investments. I don't
daytrade.  I subscribe to an end of day service (Quotes Plus) which
maintains a database of stocks and mutual funds.  They provide tools (dll's)
that allow a program to access that data base. This is great in that if you
wish you can use those dll's in a VB routine to read any stock and get up to
2,000 trading days of history. I find this to be much more convenient than
the free stuff on the web. This is just a personal opinion and stems from
the convenience of it.  So, till now all of my Excel work has been done with
this database of stocks (and mutual funds).  My work so far has been very
limited and consists of a spreadsheet where I can enter any symbol in a row
in column A, click a button and it will calc the annual returns for each of
the last 3 years, MTD and YTD returns.  I've got another that does an "test"
for the entire unverse of stocks for a simple moving average system I
devised.

My next project is to create a program that will do a small portion of the
charting work done my MS. I've become fed up with the crappy job done on it
recently and I'll be "rolling my own" in the future.

Probably the best work I have seen to date is from John R. Fritch. He also
uses Quotes Plus and their dll's. He has written some very extensive code
and has offered it for private use at his website:
http://home.earthlink.net/~jfritch/  His code is fairly advanced although he
insists that he isn't a professional programmer.

At his site he has two programs: GM.exe is an example of some of the work
that he has done and does NOT require any data service. It has the sample
data incorporated into the worksheet. He uses that data to "demonstrate
calculation of the most common technical indicators as well as charting of
Bollinger bands and trades based on parabolic stop and reverse."

The other program: TA.exe contains the Excel system he has written based on
the data from Quotes Plus.  Even if you don't have QP I'd urge you to
download the file and follow his instructions on his site. The program is
totally exposed and you can see how he accomplishes all of his TA
calculations which are quite extensive.

One Note: The Excel code is in Macros so you might get a warning from Excel
about potential viruses. I have a virus protection program that detects the
macro virus and I have run the code many times without a problem.

Hope this helps someone.

Dale

> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
> Sent: Wednesday, March 10, 1999 9:14 PM
> To: Metastock bulletin board
> Subject: Excel
>
>
> Hi Dale
>
> "... I've been doing quite a bit of work in Excel's VBA ..."
>
> I'd be interested in hearing about your work and interests,
> especially as to
> how they relate to trading.
>
> Maybe you could send me some of your back emails.
>
> As to what others may or may not want. I'm sure that they have
> just as fast
> a finger on the "delete" button as I've had in the past during some of our
> more "enlightening" discussions.
>
> Best regards
>
> Walter
>






  • References:
    • Excel
      • From: Walter Lake