On Sun, Jun 28, 2009 at 1:05 PM, Florian Philipp<li...@f_philipp.fastmail.net> wrote: > Mark Knecht schrieb: > [...] >> These days I'm trading stock index futures for a living. I have >> data files that I analyze in Excel over the weekend to help me make >> decisions about how to trade the coming week, but I'm always fighting >> Excel as it really isn't intended for the sort of math I want to do. >> The math's not difficult, but I need to look at various ranges, >> manage, sort and extract data from arrays, and amd then create charts. >> This is getting pretty difficult in Excel these days so I've started >> to wonder about writing a simple app to do what I need to do. It's not >> generally difficult stuff but it requires (or I prefer) a lot of small >> charts. I'm vaguely familiar with C & Pascal, but haven't programmed >> in years. I don't know C++ at all. I was trained as an EE. >> > [...] > > This not what you asked for, but you might want to take a look at > http://sourceforge.net/projects/jstock > > A friend of mine uses it for his stock trading.
Yeah, I know about it. It's really for tracking, not trading. All my trading is done on the TradeStation platform. I've programmed my trading systems in EasyLanguage and all trades are made automatically. 5-10 trades/day, maybe 1000 trades/year. I'm evaluating data sets of thousands of trades from backtest data going back years and years. Except for a few data file format issues R is looking pretty interesting. I've got data in and I'm learning how to access rows and columns in large tables to create the same data I've been fighting with Excel to get. (and OpenOffice although it's too slow to keep me interested...) Anyway, thanks for the pointer. Cheers, Mark Cheers, Mark
