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JohnO,
Yes - but you'll have to write some code or use some third party, add-on
software.
See http://search.esignalcentral.com/ and type in 'DDE' for more info.
In brief, you'll have to set up a DDE Link in the Excel Spreadsheet to feed
the last price for each symbol. This what the DDE Link looks like for the
emini S&P (ES U3)
=winros|LAST!'ES U3'
Type this formula into a cell in your Excel worksheet. Obviously, you will
need to replace 'ES U3' with your symbol (BTW - If the symbol does not
contains any spaces, you won't need the apostrophes).
You'll probably also need the date/time and the total number of transactions
so that you only execute the code if/when these change.
There is a list of other fields available via DDE. Search under the HELP
menu in your eSignal for 'DDE topics' to see a full list.
Once you have this set up, you'll then be collecting each change in price,
date/time, volume etc.
Then, in a VBA Project, Sub Function (Worksheet_Calculate() should do it for
you), accumulate and store the closing prices at the change of your chosen
bars size (1 minute, 5 minutes - whatever), divide by your chosen MA period
and add this calculated average to successive rows in your worksheet.
You could then even use this column of prices to plot an MA in real time
using MS Chart which can be embedded in the worksheet if you wish - but
then, simply using the charts and the delivered studies in eSignal is a lot
easier :-).
Rgds,
Kim
----- Original Message -----
From: <jdfo@xxxxxxxxxxx>
To: "omega-list" <omega-list@xxxxxxxxxx>
Sent: Friday, September 05, 2003 7:21 PM
Subject: Moving Averages in Excel
> Is there any way that I can keep track of the moving averages of a group
of
> stocks in Excel, real time, from my esignal data feed?
>
> Thanks,
>
> JohnO
>
>
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