Visual Basic for Applications

Below you'll find raw VBA code and Excel spreadsheets with embedded VBA macros. Some of this code works as presented here. Other pieces are provided in addition to information and code in the articles themselves and may require the referenced articles for background.

Buy stop function
A text file of the VBA code for a buy stop order as presented in "Bringing it together," September 1999.
Click here to download.

Ensemble analysis macro
Code to import into Excel macro to perform Ensemble Trading analysis. Reference article: "Steady profits with Ensemble Trading," August 1999.
Click here to download.

VBA trading system example
Spreadsheet containing macro for applying a trading system developed in Visual Basic. Reference article: "For many, a better way to backtest," February 1999.
Click here to download.

Repeated measures analysis tool
This EasyLanguage code and VBA file, which you import into Excel 97, work together to automate the repeated measures analysis of your systems. Reference article: "Out of sample, out of touch," January 1999.
Click here to download.

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