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	<title>ExcelTrader &#187; futures</title>
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	<link>http://exceltrader.net</link>
	<description>Excel Based Stock and Futures Trading tools.</description>
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		<title>Data Converter to Convert OHLC Data to a larger timeframe.</title>
		<link>http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/</link>
		<comments>http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/#comments</comments>
		<pubDate>Sun, 30 Aug 2009 22:39:56 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[Backtesting]]></category>
		<category><![CDATA[Equities]]></category>
		<category><![CDATA[Excel as a Trading Platform]]></category>
		<category><![CDATA[S&P futures]]></category>
		<category><![CDATA[Data Conversion]]></category>
		<category><![CDATA[Excel]]></category>
		<category><![CDATA[Forex]]></category>
		<category><![CDATA[futures]]></category>
		<category><![CDATA[live data]]></category>
		<category><![CDATA[OHLC]]></category>
		<category><![CDATA[stocks]]></category>
		<category><![CDATA[timeframe]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[vba]]></category>
		<category><![CDATA[xls]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=410</guid>
		<description><![CDATA[<p>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.</p>
<p>
DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You <p>Continue reading <a href="http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/">Data Converter to Convert OHLC Data to a larger timeframe.</a></p>]]></description>
			<content:encoded><![CDATA[<p>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.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/DataConverter.GIF"><img class="alignnone size-full wp-image-411" title="DataConverter" src="http://www.exceltrader.net/wp-content/uploads/DataConverter.GIF" alt="DataConverter" width="592" height="349" /></a><br />
DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You also can list the file name, sheet, and columns where your data is located.  The data will almost instantly be transformed into the higher time frame you have requested.<br />
Instructions:</p>
<ol>
<li>Download      <a href="/wp-content/uploads/DataConverter.xls">DataConverter.xls</a></li>
<li>Open      DataConverter.xls. (Quickstart!: Skip the directions below. Just Open file and press &#8220;Convert&#8221; to see how it works with default settings.</li>
<li>If      you have OHLC Data in a workbook, open that file (you can also just use      the default sample data that is contained on the sample data sheet in      DataConverter.xls)</li>
<li>Enter      the Column letter for each type of data (Time/date, Open, High, Low,      Close, Volume)</li>
<li>Enter the Name of the WorkBook and worksheet that contain the data. For example, to convert 1 Minute bars to 4 minute bars, simply enter 4. To convert 3 minute bars to 15 minute bars enter 5 (5*3=15) etc etc.</li>
<li>Finally press the &#8220;Convert&#8221; Button.  The converted data will appear in a new workbook. Save as desired.</li>
</ol>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Data+Converter+to+Convert+OHLC+Data+to+a+larger+timeframe.+http://tinyurl.com/2e8gn58" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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		</item>
		<item>
		<title>Added new file for Live trading with Interactive Brokers</title>
		<link>http://exceltrader.net/338/added-new-file-for-live-trading-with-interactive-brokers/</link>
		<comments>http://exceltrader.net/338/added-new-file-for-live-trading-with-interactive-brokers/#comments</comments>
		<pubDate>Thu, 14 May 2009 17:58:06 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[Equities]]></category>
		<category><![CDATA[Excel Books]]></category>
		<category><![CDATA[S&P futures]]></category>
		<category><![CDATA[Video Posts]]></category>
		<category><![CDATA[Add new tag]]></category>
		<category><![CDATA[api]]></category>
		<category><![CDATA[automated trading]]></category>
		<category><![CDATA[dde]]></category>
		<category><![CDATA[Excel]]></category>
		<category><![CDATA[futures]]></category>
		<category><![CDATA[ib]]></category>
		<category><![CDATA[interactive brokers]]></category>
		<category><![CDATA[twsDde.xls]]></category>
		<category><![CDATA[vba]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=338</guid>
		<description><![CDATA[<p>In addition to the free files located under &#8220;Instructions and Downloads&#8221;, there is now a new file under &#8220;Products and Services&#8221; for live trading via Interactive Brokers. This Excel VBA based file is an all in one solution for testing, trading and charting.</p>
<p>This is very similar to a version I have been using for my <p>Continue reading <a href="http://exceltrader.net/338/added-new-file-for-live-trading-with-interactive-brokers/">Added new file for Live trading with Interactive Brokers</a></p>]]></description>
			<content:encoded><![CDATA[<p>In addition to the free files located under &#8220;Instructions and Downloads&#8221;, there is now a <a href="http://exceltrader.net/atsxls-ib-automated-trading-charting-and-backtesting/">new file </a>under &#8220;Products and Services&#8221; for live trading via Interactive Brokers. This Excel VBA based file is an all in one solution for testing, trading and charting.</p>
<p>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.</p>
<p>The Youtube video below shows both live trading mode and backtesting mode.</p>
<p style="text-align: center;">
<p>&nbsp;<br />
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&nbsp;</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/atsdemotrade2.gif"><img class="alignnone size-full wp-image-343" title="atsdemotrade2" src="http://www.exceltrader.net/wp-content/uploads/atsdemotrade2.gif" alt="atsdemotrade2" width="572" height="780" /></a>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Added+new+file+for+Live+trading+with+Interactive+Brokers+http://tinyurl.com/2ecg7l4" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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		</item>
		<item>
		<title>Excel Based Automated Channels</title>
		<link>http://exceltrader.net/27/excel-based-automated-channels/</link>
		<comments>http://exceltrader.net/27/excel-based-automated-channels/#comments</comments>
		<pubDate>Sun, 05 Apr 2009 16:39:45 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Video Posts]]></category>
		<category><![CDATA[api]]></category>
		<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[channels]]></category>
		<category><![CDATA[es]]></category>
		<category><![CDATA[Excel]]></category>
		<category><![CDATA[futures]]></category>
		<category><![CDATA[ib]]></category>
		<category><![CDATA[stocks]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[xls]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=27</guid>
		<description><![CDATA[Excel Based Automated <p>Continue reading <a href="http://exceltrader.net/27/excel-based-automated-channels/">Excel Based Automated Channels</a></p>]]></description>
			<content:encoded><![CDATA[<p>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.</p>
<p><object width="425" height="344" data="http://www.youtube.com/v/n52bh-rbH1E&amp;hl=en&amp;fs=1" type="application/x-shockwave-flash"><param name="allowFullScreen" value="true" /><param name="allowscriptaccess" value="always" /><param name="src" value="http://www.youtube.com/v/n52bh-rbH1E&amp;hl=en&amp;fs=1" /><param name="allowfullscreen" value="true" /></object>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Excel+Based+Automated+Channels+http://tinyurl.com/23424qj" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
]]></content:encoded>
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