Hey all, I’ve been running a screener based on some technical analysis indicators (like CCIs), and man, is this thing slow. I’m using VBA through Excel, and yahoo finance’s backend as my data source over all three markets. Has anybody done these types of algorithms on a different platform like MySQL-PHP or something else? Online public solutions are acceptable, but please don’t post anything boring about moving average, market cap, and what not. Paid plug-ins are considerable, but do keep in mind the amount of data pulled by them. I’m looking to get a large amount in a short period of time. Thanks in advance, SJ
Although I’m not sure what specific analyses you are doing, if you can do it in Excel, you can probably do it in Matlab, which is many times faster.
Commodity Channel Indices over 5, 20, and 50 day periods, doing a comparative analysis between; also comparing that with SMA crossovers and Bollinger Bands outliers. That’s interesting, but does matlab do a good job of piping in the historical data? I need to sort comma delimited files into arrays somehow.
Don’t know if this blows your budget, but Matlab does have a plug in that downloads data from major data providers. I believe it costs $1000.
if you can put data into excel or text files, matlab can easily read it. You dont require any extra plug in, and after reading data in matlab you can perform any operation on it. If you dont have matlab use R, which is free to download as well and very efficient. Infact any computing language would work for you senseijoao Wrote: ------------------------------------------------------- > Commodity Channel Indices over 5, 20, and 50 day > periods, doing a comparative analysis between; > also comparing that with SMA crossovers and > Bollinger Bands outliers. > > That’s interesting, but does matlab do a good job > of piping in the historical data? I need to sort > comma delimited files into arrays somehow.