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  • #1,441
  • Aug 29, 2018 4:22am Aug 29, 2018 4:22am
Quoting JR97
{quote} I'm an Excel developer but you need to spell out what you're looking for.
Hello JR97, until that guy responds i have a question for you, hope you don't mind. )

I have an Excel RTD. In excel i can pull live bid ask prices. For this bid ask prices there is a calculation to be made. I need this calculation to be made every 5 seconds for exemple. At every 5 seconds there needs to be a new entry in exel file for that calculation so that i have a list of maximum 1000 entries. If there is a new calculation it will be put on top of the list or bottom of the list and the 1000th intem in the list will be updated with a newer result.

Will be nice if you could point me in the right direction how to achive this.

Cheers,

Weyk
  • #1,442
  • Aug 29, 2018 7:41am Aug 29, 2018 7:41am
Quoting Weyk
{quote} Hello JR97, until that guy responds i have a question for you, hope you don't mind. ) I have an Excel RTD. In excel i can pull live bid ask prices. For this bid ask prices there is a calculation to be made. I need this calculation to be made every 5 seconds for exemple. At every 5 seconds there needs to be a new entry in exel file for that calculation so that i have a list of maximum 1000 entries. If there is a new calculation it will be put on top of the list or bottom of the list and the 1000th intem in the list will be updated with a...
I'll reply in a different thread as not to hijack this one.
https://www.forexfactory.com/showthr...8#post11420468

I'll also pm you my email addy.
  • #1,443
  • Aug 31, 2018 8:22am Aug 31, 2018 8:22am
Quoting JR97
{quote} I'm an Excel developer but you need to spell out what you're looking for.
Quoting JR97
{quote} I'm an Excel developer but you need to spell out what you're looking for.
Hi JR97

Thank you for your reply. I will try to explain the Rotation Index (RI), the best of how I understand it.
For example, We have a 4 day range from 0 to 100. If you divide the range in 4 Quadrants, it will look something like this:

Quadrant 1 = 100 and 75
Q 2 = 75 and 50
Q 3 = 50 and 25
Q 4 = 25 and 0

Now for each of those 4 days, the market made a High and a Low. For example,

Day 1 = High 90 and Low 80
Day 2 = High 70 and Low 60
Day 3 = High 40 and Low 30
Day 4 = High 20 and Low 10

This scenario is what VBPT call a perfect trend, and it look something like this.

D1 D2 D3 D4
Q1 1 0 0 0
Q2 0 1 0 0
Q3 0 0 1 0
Q4 0 0 0 1

Example No2, again 4day range and Quadrants stays the same, but lets change the High and Low for each day.

Day1 = High 90 and Low 10
Day2 = High 70 and Low 20
Day3 = High 80 and Low 70
Day4 = High 60 and Low 30

It will look something like this:

D1 D2 D3 D4
Q1 1 0 1 0
Q2 1 1 1 1
Q3 1 1 0 1
Q4 1 1 0 0

so when we done, we add up all the 1's and divide it by 16. For example 11/16 = 0.6875. This last part i can do. Hope it make sense. For example No 2, I came up with something like this.

This is Day 1 This is Day 2
If H90 > 75 = 1 If L10 > 75 = 0 If H70 > 75 = 0 If L20 > 75 = 0
If H90 > 50 = 1 If L10 > 50 = 0 If H70 > 50 = 1 If L20 > 50 = 0
If H90 < 50 = 0 If L10 < 50 = 1 If H70 < 50 = 0 If L20 < 50 = 1
If H90 < 25 = 0 If L10 < 25 = 1 If H70 < 25 = 0 If L20 < 25 = 1

This is Day 3 This is Day 4
If H80 > 75 = 1 If L70 > 75 = 0 If H60 > 75 = 0 If L30 > 75 = 0
If H80 > 50 = 1 If L70 > 50 = 1 If H60 > 50 = 1 If L30 > 50 = 0
If H80 < 50 = 0 If L70 < 50 = 1 If H60 < 50 = 0 If L30 < 50 = 1
If H80 < 25 = 0 If L70 < 25 = 1 If H60 < 25 = 0 If L30 < 25 = 0

As you can see Day 1, 2 and 4 work very good. It's only Day 3 that is full of crap. Hope you can shed light on my path.

Thanks
Elroy
  • #1,444
  • Aug 31, 2018 8:25am Aug 31, 2018 8:25am
Quoting Weyk
{quote} Hello JR97, until that guy responds i have a question for you, hope you don't mind. ) I have an Excel RTD. In excel i can pull live bid ask prices. For this bid ask prices there is a calculation to be made. I need this calculation to be made every 5 seconds for exemple. At every 5 seconds there needs to be a new entry in exel file for that calculation so that i have a list of maximum 1000 entries. If there is a new calculation it will be put on top of the list or bottom of the list and the 1000th intem in the list will be updated with a...
Hey Weyk, it's that gentleman and not that guy.
  • #1,445
  • Aug 31, 2018 8:58am Aug 31, 2018 8:58am
Quoting Kelowkie
{quote} Hey Weyk, it's that gentleman and not that guy.
Sorry, gentleman, i didn't know that.
I use "guy" as a colloqiual for "man" or "fellow". If you are offensed by that word, my appologies.

Regards,
Weyk
  • #1,446
  • Aug 31, 2018 11:42am Aug 31, 2018 11:42am
Both resources say:
"Tabulating this days activity with a "1" ………...in which trading occurred……………."

"A one, "1" in any of the Q-T coordinates means that a price within the Q range occurred within the T timeframe. A zero, "0" means that no price within the Q range occurred in the T time frame……………..."

That's not an "if a high/ low is "greater or less than" (>or< ) statement………..That's not the question being asked…..
Markets are not efficient, rather they are effective - Jones
  • #1,447
  • Aug 31, 2018 11:20pm Aug 31, 2018 11:20pm
Quoting Weyk
{quote} Sorry, gentleman, i didn't know that. I use "guy" as a colloqiual for "man" or "fellow". If you are offensed by that word, my appologies. Regards, Weyk
Hi Weyk

No problem friend. Good health for you and your family.

Kind regards
Elroy
  • #1,448
  • Aug 31, 2018 11:51pm Aug 31, 2018 11:51pm
Quoting mzvega
Both resources say: "Tabulating this days activity with a "1" ………...in which trading occurred……………." "A one, "1" in any of the Q-T coordinates means that a price within the Q range occurred within the T timeframe. A zero, "0" means that no price within the Q range occurred in the T time frame……………..." That's not an "if a high/ low is "greater or less than" (>or< ) statement………..That's not the question being asked…..
Hi Mzvega

This is the only question/command in excel that I have, for now.

Kind regards
Elroy
  • #1,449
  • Sep 1, 2018 9:28am Sep 1, 2018 9:28am
Mezvega,
Did you make changes in your analysis or the same thing but different look?
JP
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  • #1,450
  • Sep 10, 2018 10:41am Sep 10, 2018 10:41am
The question is frequent.
  • #1,451
  • Sep 10, 2018 1:15pm Sep 10, 2018 1:15pm
Quoting Kelowkie
The question is frequent.
What question?
I gave you the answer........

Post the first 2 paragraphs of the instructions..........So we can both see the first step and make sure you understand what it says/means
Markets are not efficient, rather they are effective - Jones
  • #1,452
  • Sep 11, 2018 1:33am Sep 11, 2018 1:33am
Findings:
Attached Image (click to enlarge)
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  • #1,453
  • Sep 11, 2018 1:39am Sep 11, 2018 1:39am
Hi people

This is the Rotation Index(RI) worked out to the best of my knowledge in excel. Please share if you have a better way of doing it.

Kind regards
Elroy
  • #1,454
  • Sep 11, 2018 1:49am Sep 11, 2018 1:49am
Attached
Attached File(s)
File Type: xlsx Rotation Index.xlsx   13 KB | 522 downloads
  • #1,455
  • Sep 11, 2018 8:16am Sep 11, 2018 8:16am
Quoting Kelowkie
Hi people This is the Rotation Index(RI) worked out to the best of my knowledge in excel. Please share if you have a better way of doing it. Kind regards Elroy
By "Better Way"........ do you mean following the actual instructions?

There is only one way......
I can take one look at your spreadsheet and tell you haven't followed the instructions or you don't understand them at all..........

Your spreadsheet tells me you don't understand the first 2 paragraphs of the instructions.

Excel is not your problem........it's your understanding............

I asked you to post/type the first 2 paragraphs (it's only 4 sentences) of the instructions.....
I can't help you until you do............
Markets are not efficient, rather they are effective - Jones
  • #1,456
  • Sep 11, 2018 9:39am Sep 11, 2018 9:39am
By Better way, I mean a better command or layout in excel. In my previous post I have tried the If statement, but I have discovered the Frequency command in excel that got me to the end result. Is my end result (0.625) correct?
  • #1,457
  • Sep 14, 2018 9:09am Sep 14, 2018 9:09am
Quoting Kelowkie
By Better way, I mean a better command or layout in excel. In my previous post I have tried the If statement, but I have discovered the Frequency command in excel that got me to the end result. Is my end result (0.625) correct?
It's blatantly not correct at all.......
Markets are not efficient, rather they are effective - Jones
  • #1,458
  • Sep 14, 2018 9:26am Sep 14, 2018 9:26am
Quoting Kelowkie
By Better way, I mean a better command or layout in excel. In my previous post I have tried the If statement, but I have discovered the Frequency command in excel that got me to the end result. Is my end result (0.625) correct?
I think you misled and misunderstood my friend.
Profit growth tells you the trader ability.
  • #1,459
  • Sep 14, 2018 10:25am Sep 14, 2018 10:25am
Hi Mzvega and Voketexpert

Thanks for your reply. Now I am confused. Please shed light on path.

Kind regards
Elroy
  • #1,460
  • Sep 14, 2018 10:57am Sep 14, 2018 10:57am
Quoting Kelowkie
Hi Mzvega and Voketexpert Thanks for your reply. Now I am confused. Please shed light on path. Kind regards Elroy
Confused about what?
Markets are not efficient, rather they are effective - Jones
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