Re: Excel Live Trading Data

45
I have a question, is there anyway to continously download a single instruments OHCL data live from MT4 to excel?

So bassicaly on excel it would have the list of previous OHLC and the current bar would update into either the top (or bottom) of excel spreadsheet and that would continue being updated as new bars come in.

Anyone know if something like this can be done or already exists?


Something similar to this:



Re: Excel Live Trading Data

46
Laguerre Filters

Links: |TradingView|TradeStation|NinjaTrader|MT4|MT5|Python|Excel|

Microsoft Excel: July 2025
In his article in this issue, “Laguerre Filters,” John Ehlers makes a simple adjustment to the Laguerre calculation by applying his UltimateSmoother as the first layer of the calculation. Then he compares the resulting Laguerre filter with the UltimateSmoother (see Figure 10).
That chart in his article shows the Laguerre filter to be the better trend follower. FIGURE 10: EXCEL. Here you see the Laguerre filter and the UltimateSmoother plotted on a chart of the emini S&P 500 index futures contract (ES) for comparison. The Laguerre filter appears to be a better trend-follower.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>

In his article, Ehlers proceeds to demonstrate the effectiveness of pairing two Laguerre filters with slightly different specifications to generate trend-following signals. (See Figure 11.) FIGURE 11: EXCEL. Here is a demonstration of two Laguerre filters, each with different length and gamma specs, used to generate trend-following signals.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>

As a last option, Ehlers shows how to turn parts of the Laguerre calculation into a trend-following oscillator, where values above zero generally correspond to upward movement and values below zero to downward movement. (See Figure 12.) FIGURE 12: EXCEL. Here is a demonstration of the Laguerre oscillator, a low-lag trend indicator, applied to a chart of ES. Values above zero generally correspond to upward movement and values below zero generally correspond to downward movement.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>
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mazibee

Re: Excel Live Trading Data

47
Cybernetic Oscillator

Links: |TradingView|TradeStation|NinjaTrader|MT4|MT5|Python|Excel|

Microsoft Excel: June 2025
In his article in this issue, “Making A Better Oscillator,” John Ehlers combines a couple of the bits taken from his recent articles to build an oscillator where we can tune the upper and lower frequency limits of our band of interest. This allows tuning for swing or trend response at our option. He calls the new oscillator the cybernetic oscillator.

See Figure 10 for an example of the cybernetic oscillator plotted on a daily chart of the emini S&P 500 futures contract (ES), similar to Figure 4 in Ehlers’ article in this issue. FIGURE 10: EXCEL. Two versions of the cybernetic oscillator are plotted here on a daily chart of the emini S&P 500 futures contract (ES), one using parameters for longer trends and one using parameters for shorter timeframes.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>

In the article, Ehlers also provides a simple trading strategy to demonstrate using the oscillator. The trading system is built by comparing the rate of change (ROC) of two cybernetic oscillators with slightly different band specifications. In Figure 11 I show an example of recent trades based on this strategy. The lower charts in Figure 2 track the individual ROC values. When both ROC values go positive, it produces a buy signal and when either ROC value goes negative, it produces a sell signal. The green and red dots mark when these conditions are true. The green and red shading highlight the price bars involved in trades. Scrolling the CalculationsAndChart tab right to column Z (Figure 12) reveals the calculations to trade using this dual ROC strategy. As noted in the summary block, calculations in this spreadsheet cover almost five years, enough to demonstrate the simple strategy. FIGURE 11: EXCEL. Here is the example trading strategy, the dual ROC strategy. The strategy enters when both ROC values are positive and exits when either ROC goes negative. Winners and losers are highlighted on the price chart.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>
FIGURE 12: EXCEL. To view the dual ROC trading strategy calculations, scroll right to column Z.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>
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Re: Excel Live Trading Data

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Banzai wrote: Mon Dec 29, 2025 6:20 am FIGURE 12: EXCEL. To view the dual ROC trading strategy calculations, scroll right to column Z.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>
Insane.. dude.. please dont stop the posts ive been reading and trying all its given me much to look forward to these holidays 🙇‍♀️
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Banzai

Re: Excel Live Trading Data

49
These infographics are seriously jaw dropping.

<3
Banzai wrote: Mon Dec 29, 2025 6:20 am Cybernetic Oscillator

Links: |TradingView|TradeStation|NinjaTrader|MT4|MT5|Python|Excel|

Microsoft Excel: June 2025
In his article in this issue, “Making A Better Oscillator,” John Ehlers combines a couple of the bits taken from his recent articles to build an oscillator where we can tune the upper and lower frequency limits of our band of interest. This allows tuning for swing or trend response at our option. He calls the new oscillator the cybernetic oscillator.

See Figure 10 for an example of the cybernetic oscillator plotted on a daily chart of the emini S&P 500 futures contract (ES), similar to Figure 4 in Ehlers’ article in this issue.
TT-Excel1.gif
FIGURE 10: EXCEL. Two versions of the cybernetic oscillator are plotted here on a daily chart of the emini S&P 500 futures contract (ES), one using parameters for longer trends and one using parameters for shorter timeframes.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>

In the article, Ehlers also provides a simple trading strategy to demonstrate using the oscillator. The trading system is built by comparing the rate of change (ROC) of two cybernetic oscillators with slightly different band specifications. In Figure 11 I show an example of recent trades based on this strategy. The lower charts in Figure 2 track the individual ROC values. When both ROC values go positive, it produces a buy signal and when either ROC value goes negative, it produces a sell signal. The green and red dots mark when these conditions are true. The green and red shading highlight the price bars involved in trades. Scrolling the CalculationsAndChart tab right to column Z (Figure 12) reveals the calculations to trade using this dual ROC strategy. As noted in the summary block, calculations in this spreadsheet cover almost five years, enough to demonstrate the simple strategy.
TT-Excel2.gif
FIGURE 11: EXCEL. Here is the example trading strategy, the dual ROC strategy. The strategy enters when both ROC values are positive and exits when either ROC goes negative. Winners and losers are highlighted on the price chart.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>

TT-Excel3.gif
FIGURE 12: EXCEL. To view the dual ROC trading strategy calculations, scroll right to column Z.
ס₪₪₪₪§|(Ξ≥≤≥≤≥≤ΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞΞ>
CyberneticOscillator6.png
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"I conjure from shadows and shape fortunes from the unseen. The treasure lies hidden in plain sight, beneath the sunlight." - Cagliostro

Re: Excel Live Trading Data

50
Cagliostro wrote: Mon Dec 29, 2025 8:48 pm These infographics are seriously jaw dropping.

<3
boytoy wrote: Mon Dec 29, 2025 8:30 pm Insane.. dude.. please dont stop the posts ive been reading and trying all its given me much to look forward to these holidays 🙇‍♀️
There are 6 platforms, each with its own infographic:
| TradeStation | NinjaTrader | MT4 | MT5 | Python | Excel |
Looks like you'll be busy for a while!
These users thanked the author Banzai for the post:
Cagliostro