PureBytes Links
Trading Reference Links
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A few asked about this quickie P/C ratio DDE link to TS. Here is what I
threw together this morning to see what Glen was talking about in his
posts. Attached is a .gif
First the Omega Server must be running before opening Excel once the links
have been created.
The symbols that you are going to transfer data to Excel, must be in the
Server portfolio, common sense.
Open Excel and create a worksheet, do a Save As with name of your choice.
The sheet can be layed out in various ways, but here is the first pass
through I did today. Create some column headings and fill in the strike
prices and symbols. This could be layed out horizontally with each row
being a new day so that the ratio may be charted...next task.
STRIKE PRICE MONTH CALL MONTH PUT
AUGUST VOLUME AUGUST VOLUME
805 OEXHA OEXTA
.
.
.
895 OEXHS OEXTS
900 OEWHT OEWTT
905 OEWHA OEWTA
.
.
.
995 OEWHS OEWTS
TOTAL CV TOTAL PV
For each cell in the volume columns you need to enter a link to the Omega
server. For example in the call volume cell for the OEXHA you click on
that cell and enter the formula as follows:
=OMEGA_SERVER|LIVEQUOTE!'OEXHA,V' then hold the ctrl and shift keys down
and simultaneously hit Enter. You should immediately see #N/A in that
cell, and the next time that data is updated it should appear in the Excel
cell. Inactive options, way out of the money options will not update
frequently enough so cell selection for the totals will have to be
adjusted. Then go to each volume cell in that column and repeat the
sequence but change the option symbol each time. Repeat this for the put
volume column. Then in the cells where TOTAL CV is you make a summation by
first clicking in that cell and type =SUM(xx,yy) enter. Where xx is the
coordinate of the top volume cell with data and yy is the bottom cell with
data. Repeat for the put volume TOTAL PV.
Then select another unused cell and type = (coordinates of total put
vol)/(coordinates of total call vol) The result gives you an
instantaneous Put/Call volume ratio.
Every morning after starting the Omega Server open this Excel spreadsheet
next. You will get a message asking you if you want to restore links to
the server.
Improvements welcome.
BobR
Attachment Converted: "c:\eudora\attach\PC vol ratio.gif"
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