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Backtesting with VBA

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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

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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

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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

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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.

5aa710568ff0e_2010-08-1915_2301.thumb.gif.771dc5e7af23520e750f0230df6287bd.gif

5aa71056981e7_2010-08-1915_2302.thumb.gif.9d5a4a8e52731342a01d2c3c32bba983.gif

5aa71056a2e75_2010-08-1915_2303.thumb.gif.514e4ec955d567697655efad9069f2a3.gif

5aa71056a9f17_2010-08-1915_2404.thumb.gif.0d65e9f0dd792bf0efed276069136227.gif

5aa71056b4c4c_2010-08-1915_2405.thumb.gif.0a282c106064880eeee1326ca112160c.gif

5aa71056bc1e0_2010-08-1915_2910.thumb.jpg.c86c3b64974d7d9f8a6d7b08faf9084d.jpg

5aa71056c37c8_2010-08-1915_3711.thumb.gif.753d3a04d290cefb3e51b4115035a5c6.gif

Edited by Tams

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