These are projects posted by the students of Dr. Gove Allen at Brigham Young University. These students have taken one semester-long course on VBA and generally have had no prior programming experience

Tuesday, April 15, 2014

Trade Activity Log

Trade Activity Log

Executive Summary
My brother and I have been experimenting with trade automation in the futures market and have found very useful software that will allow us to test our algorithms both historically and live. The software however has its limits. Usually we test a years’ worth of trades for each of our algorithms. The software will create a log of all the trades that our algorithms have triggered. The log however doesn't really display much information. We know how much money we have lost or gained but we don't know really which months have been better or maybe what time of the day or any other analysis. So I have created VBA solutions that will interpret the trade activity log and create monthly, weekday and hourly summaries.


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