1. Install 32 bit Java. (remove any old java installations first)
2. Install TWS (followed by the API if you are using it)
3. Copy the file “Javaw.exe” from “C:\Program Files (x86)\Java\jre6\bin” and place it in “C:\Windows\System32″
4. Now open from the TWS shortcut as normal.

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 if the values are not entered and the constant volume is set to override the default time based bars.

Below is an example of Constant volume bar charting. You will notice that each bar contains roughly the same amount of volume.

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.

Sub TWITTER()
Dim symbol As String
Dim Price As String
Dim xml, Username, Password, tweet
Set xml = CreateObject(“MSXML2.XMLHTTP”)
‘change this to your username in quotes
Username = “yourusername”
‘change this to your password in quotes
Password = “yourpassword”
‘let the symbol variable have the symbol name from your excel sheet
symbol = Workbooks(“yourworkbook.xls”).Worksheets(“yoursheetname”).Range(“a1 or your range”)
‘let the Price variable have the symbol name from your excel sheet
Price = Workbooks(“yourworkbook.xls”).Worksheets(“yoursheetname”).Range(“a2 or your range”)
‘contruct the “tweet” this would create “Just bought a gazillion shares of (whatever $SYMBOL you have in A1) @ (whatever price you have in A2)
tweet = “Just bought a gazillion shares of ” & “$” & symbol & ” @ ” & Price
‘post the tweet
xml.Open “POST”, “http://” & Username & “:” & Password & “@twitter.com/statuses/update.xml?status=” & tweet, False
xml.setRequestHeader “Content-Type”, “content=text/html; charset=iso-8859-1″
xml.Send
Set xml = Nothing
End Sub

If added to an existing excel trading system it may be best to set this to run 20 seconds or so after your actual trade is sent to avoid any interference which can be done as follows

Application.Ontime Now() + timeserial(0, 0, 20), “TWITTER”

]]> http://exceltrader.net/180/how-to-post-your-ats-trades-in-twitter-using-excel/feed/ 0 http://exceltrader.net/27/excel-based-automated-channels/ http://exceltrader.net/27/excel-based-automated-channels/#comments Sun, 05 Apr 2009 16:39:45 +0000 ExcelTrader http://www.exceltrader.net/?p=27 This is a channel based ES trading system that I programmed in Excel. The channels are drawn using VBA and array forumulas. This is an example of a somewhat complicated system created in excel.