Are there any Excel coding experts here?
I’ve created an Excel file and have Yahoo finance downloaded prices (O/H/L/C/Vol) for assets like the £/$ and Dow Jones (from 1985). I’ve added easier to code indicators like variable exponential moving averages, Average True Range, RSI’s etc however these indicators below, from my research, are ultimately what I think may be best for machine learning analysis, in particular the volatility data.
I already have many of the indicators in separate single master Excel spreadsheet but the indicator codes now need to be added one at a time to this master Excel file:
ALMA Moving Average 2, 50 and 200 variable period — which I would like a variable setting for all of the following indicators
Jurik Moving Average 2, 50 and 200
Zero Lag Moving Average 2, 50 and 200
Stochastic Oscillator
John Ehler’s Universal Oscillator
Bollinger Bands
Advance Decline Index
Commodity Channel Index
On Balance Volume
Williams R
Historic Volatility
I am having difficulty though coding Excel for the more complicated indicators. I have the formulas/codes for the following below but I don’t have them in Excel format:
Implied Volatility: Williams’ Vix Fix wvf = ((highest[vixfixperiod](close)-low)/(highest[vixfixperiod](close)))*100
Cynthia Kase’s Peak Oscillator: https://www.prorealcode.com/prorealtime-indicators/kase-peak-oscillator-v2/
John Ehler’s Centre of Gravity: https://www.prorealcode.com/topic/center-of-gravity-by-ehlers/
Empirical Mode Decomposition: https://www.prorealcode.com/prorealtime-indicators/john-ehlers-empirical-mode-decomposition/
and Ehler’s Correlation Trend Indicator: https://www.prorealcode.com/prorealtime-indicators/ehlers-unique-correlation-trend-indicator-cti/
I wondered if I uploaded my file, it could be finished?
(As people may know — unlike some brokers like IG Index, Interactive Brokers, Trading View etc, — PRT will not allow us to download O/H/L/C/Vol and indicator data into Excel. It’s possible they’re being tied by Exchange rules that don’t permit them to “re-sell onto third parties” which is where Yahoo Finance came a cropper a few years ago and they had to restrict their service!)
Alternatively the other way to get such data is through the use of “work arounds” here on this forum. These seem like the quickest way and there were two options but I couldn’t get either to work?
One involved using this image recognition service, which seemed like an “easy fix” — https://www.onlineocr.net/
but I was left with blank/no data. No idea why?
The other fix was a coding solution that also didn’t work:
https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-132850
Again, I don’t know why?
It’d be much apprecited if anyone can help get these data issues finally resolved,
Cheers
Bard.
.
