Welcome to the Traders Laboratory Forums.
Automated Trading Black box systems, strategy automation, algorithmic trading, etc...

Reply
Old 01-10-2011, 12:53 AM   #1

Join Date: Jan 2011
Posts: 1
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts

Backtesting with VBA

Hi guys,

I am new to this forum and to backtesting trading strategies.

I have a basic understanding of VBA and am always trying to learn more. I was just wondering if anyone in this forum has ever back tested using VBA and could give me some pointers as to how to structure my coding and potential data providers on continuous tick data?

Also, any references to useful books will be much appreciated. I am looking for books that incorporates VBA into trading and not really a VBA programming book as such.

Thanks

Marco
msusilo is offline  
Reply With Quote
Old 01-11-2011, 01:14 AM   #2

Join Date: Jan 2011
Posts: 2
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts

Re: Backtesting with VBA

Hey, like you, I am new here. However, I am a VB programmer looking to automate the use of this software for a friend. Opening a Microsoft Access database, I can see that installing Trade Center Pro, did add an OpenEcry type library to my system. I could probably be of help to you if you are of help to me. So far, I havent found a way to capture a session of trade center so I can watch for events and use vb code to respond to them. Have you gotten that far? If you have, and can share that know-how with me, Id be happy to give insights on coding the beast
JonWayn is offline  
Reply With Quote
Old 01-11-2011, 07:37 AM   #3

Avarice's Avatar

Join Date: Dec 2010
Location: Luxembourg
Posts: 56
Ignore this user

Thanks: 11
Thanked 41 Times in 22 Posts

Re: Backtesting with VBA

Quote:
Originally Posted by msusilo »
Hi guys,

I am new to this forum and to backtesting trading strategies.

I have a basic understanding of VBA and am always trying to learn more. I was just wondering if anyone in this forum has ever back tested using VBA and could give me some pointers as to how to structure my coding and potential data providers on continuous tick data?

Also, any references to useful books will be much appreciated. I am looking for books that incorporates VBA into trading and not really a VBA programming book as such.

Thanks

Marco
Marco,

I can't help you regarding VBA, but did you check out NinjaTrader? Its programming language (for both indicators and strategies) is C# which, given your working knowledge of VBA, shouldn't be too hard to get into. Plus you won't have to worry about importing / converting your data or developing your own trade execution engine.

Hope this helps,
A
Avarice is offline  
Reply With Quote
Old 01-11-2011, 08:16 AM   #4

Tams's Avatar

Join Date: Sep 2008
Location: Geelong
Posts: 3,778
Ignore this user

Thanks: 2,084
Thanked 1,474 Times in 912 Posts

Re: Backtesting with VBA

Quote:
Originally Posted by msusilo »
Hi guys,

I am new to this forum and to backtesting trading strategies.

I have a basic understanding of VBA and am always trying to learn more. I was just wondering if anyone in this forum has ever back tested using VBA and could give me some pointers as to how to structure my coding and potential data providers on continuous tick data?

Also, any references to useful books will be much appreciated. I am looking for books that incorporates VBA into trading and not really a VBA programming book as such.

Thanks

Marco
don't waste your time with VBA.
use a "real" trading program, you won't regret it.

for example,
here are some of the reports you can get from MultiCharts.
Attached Thumbnails
Backtesting with VBA-2010-08-19-15.2301.gif   Backtesting with VBA-2010-08-19-15.2302.gif   Backtesting with VBA-2010-08-19-15.2303.gif   Backtesting with VBA-2010-08-19-15.2404.gif   Backtesting with VBA-2010-08-19-15.2405.gif  

Backtesting with VBA-2010-08-19-15.2910.jpg   Backtesting with VBA-2010-08-19-15.3711.gif  
__________________



Only an idiot would reply to a stupid post

Last edited by Tams; 01-11-2011 at 08:52 AM.
Tams is offline  
Reply With Quote

Reply

Thread Tools
Display Modes Help Others By Rating This Thread
Help Others By Rating This Thread:


Similar Threads
Thread Thread Starter Forum Replies Last Post
Portfolio Backtesting debghosh Trading and the Markets 4 10-04-2009 10:38 PM
Backtesting Question Tams Automated Trading 3 09-23-2009 12:29 AM
Backtesting only mnkc Brokers and Data Feeds 3 02-08-2007 12:45 AM
Backtesting software mfoco Brokers and Data Feeds 5 12-12-2006 05:05 PM
Backtesting lasherm1 Beginners Forum 3 09-22-2006 08:20 AM

All times are GMT -4. The time now is 11:27 AM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.