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Data Converter to Convert OHLC Data to a larger timeframe.

If you have ever wanted to take your existing Open High Low Close historical trading data and convert it into larger time frame, the following Excel VBA based data converter I wrote may do the trick.

DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You

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Constant Volume Charts added

I have added the option of constant volume  bar charts (as alternative to time based) for the Excel/VBA based automated trading platform

The constant volume bar option, updates a new bar after a certain amount of volume has completed. This amount should be entered into D3 of the “Live” sheet. Checks are in place to prompt

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Added new file for Live trading with Interactive Brokers

In addition to the free files located under “Instructions and Downloads”, there is now a new file under “Products and Services” for live trading via Interactive Brokers. This Excel VBA based file is an all in one solution for testing, trading and charting.

This is very similar to a version I have been using for my

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Quick test of The ETF effect in the last trading hour.

A recent WSJ article suggests that leveraged ETF funds are affecting trading action in the final hour due to having to rebalance their positions near end of day.  A “cascading” effect is said to occur on days the market is significantly up or down in the final hour.

To test this idea, I ran a quick

Continue reading Quick test of The ETF effect in the last trading hour.