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 [...]

August 30th, 2009 | Tags: , , , , , , , , , , , , | Category: Automated trading Systems, Backtesting, Equities, Excel as a Trading Platform, S&P futures | 7 comments

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 [...]

June 11th, 2009 | Tags: , , , , , , , , , , , , , | Category: Excel as a Trading Platform, Excel/VBA Automated Trading Platform, S&P futures, Updates/Change log | Leave a comment

Excel Books I recommend

Best Beginner books

1. Excel 2007 Bible – It is important to have one book that just covers excel (not Visual Basic and Macros) so that you don’t unnecessarily use VBA for performing calculations better handled by formulas. The channels and trend lines in my videos of sim trading the ES are formula based not VBA [...]

April 10th, 2009 | Tags: , , , , , , , | Category: Excel Books | Leave a comment