Comments on: Excel/VBA Automated Trading Platform

By: yppsilence

yppsilence — Tue, 04 Jan 2011 21:47:29 +0000

Hi Excel Trader:
I am pretty interested in the ATS spreadsheet. IB provides API for VB and Excel. You used VBA in Excel to program this ATS. Does it mean the ATS takes API of VB from IB?
Thank you.
yppsilence

By: Rocco

Rocco — Wed, 22 Dec 2010 19:27:31 +0000

Excel Trader,

Thanks for all your help.

You have the BEST and Fastest Support I have ever had the pleasure of working with. And BTW your automated trading system is Awesome.

Rocco

By: Rocco

Rocco — Wed, 22 Dec 2010 09:29:31 +0000

You do Good Work!!!

I just purchased the ATS spreadsheet and

In ATS.xls, I get a Run-time error 9: subscript out of range.

In the MS-VB > Module 4 this line is highlighted in yellow.

Set ws = Workbooks(“log.xls”).Worksheets(“PL”)

I am trying to run a backtest on the downloaded data from your website.

My system:
Pentium D 3.0Ghz
2.0GB of RAM
MS Windows XP SP3
MS Office Excel 2003 SP3

I did NOT have a log.xls file, so I saved a blank excel file as log.xls in c:\

the file has NOT been renamed = ATS.xls
the sheet has NOT been renamed = LIVE
Where is TwsDde.xls? = C6 = C:\Jts\Excel
Where is your “archive” folder? = G6 = C:\Archive
Where is your Log.xls file ? = G7 = C:\log.xls
the backtest is checked in D1.

Please Help

Rocco

By: ExcelTrader

ExcelTrader — Thu, 09 Dec 2010 02:12:10 +0000

Jimmy XU,
1. There is an example indicator based system. It’s very simple for purposes of example. All columns are available for additional analysis/indicators.
2. As it comes, the ATS.xls is set for backtesting with my free ES data and trading with IB. Of course I can convert to any broker with an API as a custom project.
3. There are no passwords on any of my excel based VBA code. I am not naive enough to think that any vba password cannot be cracked easily so I don’t bother. I encourage anyone to learn from my work. A little VBA knowledge can handle anything that expensive commercial programs can deliver. If you prefer a custom solution please contact me at the email on the top right of this page. Thanks for the questions!
-ET

By: Jimmy Xu

Jimmy Xu — Wed, 08 Dec 2010 20:59:49 +0000

Hi ExcelTrader:
I have some questions:
1. what kind of indictor you used. Can I add my own strategy on it.
2. Can be used other brokerage API except the IB.
3. Is the package coming with source code.

Many Thanks!

By: ExcelTrader

ExcelTrader — Sat, 04 Dec 2010 12:39:02 +0000

Orders are sent via IB's API.. If you prefer a quote for a custom solution that can send via a URL the next step would be to send full details (to the email adddress in the top right of the page.)

By: Jens Nielsen

Jens Nielsen — Sat, 04 Dec 2010 11:49:34 +0000

Thanks for the reply.

In regards to the requirements for “Interactive Brokers” I was referring to whether you have requirements such as e.g. the URL for submitting a deal ticket is in a certain format or is the interface not via a URL?

Thanks,

By: ExcelTrader

ExcelTrader — Fri, 26 Nov 2010 00:14:17 +0000

Data is dependent on your account type. If you have a funded account both your papertrading account and live account will have live data. Edemo of course is delayed/sample data.

By: Jens Nielsen

Jens Nielsen — Fri, 19 Nov 2010 23:31:55 +0000

I am interested in the platform.

Could you please let me know what the requirements are for “Interactive Brokers” so that I can verify whether I can use mine.

Also what kind of data are available? – live or delayed – and what time frames?

Thanks,

By: ExcelTrader

ExcelTrader — Fri, 15 Oct 2010 12:11:27 +0000

I have no Mac test systems so I only guarantee compatibility with the PC versions. However, Microsoft does claim compatibility.