[pmsinc]

I am looking for someone to help me code in Excel VBA a morning range breakout study. I have 7 years of 5 minute SPX data I bought to emulate the ES. I started some code but it is getting beyond my programming ability.

My thoughts were to measure the range of 10,30,60, etc minutes after 9:30 EST. Then to get the maximum proft and loss based on a breakout of that range.
Then see what the chances of getting X points per day would be over 7 years and look at the expectancy.

Is anyone interested in this that can code VBA?

[Tams]

it would be easier to download the free Ninjatrader and let the wizard to do it for you.

or, if you are serious about trading and backtesting,
get MultiCharts.

[BlowFish]

Years since I used excel with that caveat does it actually need programming? Can't you do it using cell formulas and queries? Tams suggestion is probably your best bet but it means learning how to use another bit of software.

[Harlequin]

Originally Posted by Tams »

it would be easier to download the free Ninjatrader and let the wizard to do it for you.

or, if you are serious about trading and backtesting,
get MultiCharts.

Does anyone have EL code for opening range breakout that works in MultiCharts? I couldn't find anything with Google but it feels like reinventing the wheel writing it from scratch.

[Tams]

Originally Posted by Harlequin »

Does anyone have EL code for opening range breakout that works in MultiCharts? I couldn't find anything with Google but it feels like reinventing the wheel writing it from scratch.

Coding it in EasyLanguage is not that difficult.

If you can articulate your thought/logic in English, you can code it in EasyLanguage.

I use the following process:
1. Write out one thought at a time,
2. Write out one action at a time,
3. Write out one action per sentence,
4. Write out one sentence per line.

in no time you will have your strategy coded in EasyLanguage.

[d.allen101]

Hi,
I'm a new member and I'm pretty proficient with excel/vba. I worked as a front-end developer for a proprietary options trading firm and they used excel as the client so I've done a fair amount of coding using vba...it's been about a year since I've fooled around w/ excel. I've been using C# but I wouldn't mind brushing on my vba skills... if you still need help give me a reply and I'll see what I can do.

[CarbonElemental]

If you are still interested in testing this (I see your post is 1 month old), I can run a basic test in about 15 minutes using tradestation.

Regards

[Tams]

yes pls do...... ......