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Excel/VBA Automated Trading Platform – Added Projected Volume

changelog for Excel/VBA Automated Trading Platform

Projected volume for the current volume bar is now displayed in grey. In the example below, the red bar shows actual volume. The grey bar shows projected volume based on the current pace of volume and the amount of time left for the current bar.

Projected volume can be useful when the current bar is relatively new and a sudden increase in the pace of volume may otherwise not be evident until the bar is nearing it’s close.

(see example shown in image below)

prjv

changelog for Excel/VBA Automated Trading Platform

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Suggested Excel Setup for Trading

The following are the settings that I recommend for using Excel for live trading and/or running my files such as simulator.xls etc.

  1. Disable Auto recover by selecting Tools>Options and selecting the “Save” tab. Uncheck “Save AutoRecover info every:”.  Instead make it a practice to always save backups of your trading files anytime you make changes.
  2. Once your file is complete and you are ready to trade, disable error checking by selecting Tools>Options and selecting the “error checking” tab. Uncheck “Enable background error checking”.
  3. Disable Macro Security, by selecting Tools>Macro>Security and setting it to low. If you are going to download excel files off the internet from untrusted sources, you will want to temporarily re enable macro security.
  4. As previously posted, I would not suggest using Vista/2007 unless you have a newer computer with extremely fast processor.

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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 personal trading for years. However this is a much improved version so I am pretty excited to have it completed and am in the process of converting my personal system over to this version. I hope that others find if useful.

The Youtube video below shows both live trading mode and backtesting mode.

 
 
 
 


 
 
 
 

atsdemotrade2

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Stockbacktest.xls Update

changelog for stockbacktest.xls

Added a box to always display the last opened position and price into a static cell. This allows the use of formula based trailing stops based on the entry price.

trailing

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