Bet Angel and Excel

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Statistically, are those time differences large enough to worry about, or can they be treated in calculations as fixed intervals?

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My testing would appear to show that the variation in update rate will have a significant effect on the the timing of a trigger, unless we take account of the time since last update in which case it is significantly improved. So I don't believe we can treat them as fixed intervals. However it shoudl be easy enough with your micro timer to take the time since last update into account, I thought we had settled on this.

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If the Helper App can do this in >=66ms, we're golden for calculating all BA Updates:

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I agree , we don't have to worrry about a scheduler if we can get the all the calculations done in 66 ms. We just do it all, every update.
If we can't get it all done in 66ms , we have a relatively easy way round it by introducing a scheduler. The helper app keeps a counter and calls different UDO depending on the count.

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unless we take account of the time since last update in which case it is significantly improved.

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Can one UDO recieve the LastUpdatedCell Update Time and distribute some value to all the Formula and Calculator UDOs?

Or does it need to the the last BrandData Update time, or does the value need to be specific to each ormula and Calculator?.

Another scenario. Can we use the Bowling Average time of the last 20 or so updates, instead of every Update time?
I'm just throwing ideas o the table. Not making decision until I have to.

The races start at 12:40 tomorrow. They end at 16:00 tomorrow, must have finished at the time today so I’ll do that test for you tomorrow Offthelip! I hope you’ve had a pleasant week away. I’ll try and do it for three consecutive races as they would flow when my system is operational and two single ones just in case this has any implications that I am not thinking about. I will also x10 the amount it records compared to normal so it should collate approx. 25/30mins of logging over two or three separate races.

Next, I see what you mean DanT with the ‘DataFields’ class module, how you’ve arranged it all. I will do the same to the other three class modules now but I will copy and paste the code (inc. the ‘DataFields’ code) directly into version 2.1 of the document and rename the new version, version 3 because the document you most recently sent is missing the ‘Control Panel’ and the ‘Bet Angel’ tab.

Already, I have taken out the ‘Smoothing’ variables for each of the MACD settings and the WOM adjuster within the ‘Formula Parameters’ class module but I have kept the BACK/LAY trigger counts and added in the following as Offthelip provided:
RSI_Low_and_Rising_trigger_point
RSI_High_and_Falling_trigger_point
RSI_MID_and_Rising_trigger_point
RSI_MID_and_Falling_trigger_point
MACD_Signal_Line_Cross_Zero_And_Rising_Trigger
MACD_Signal_Line_Cross_Zero_And_Falling_Trigger
MACD_Histogram_Cross_Zero_And_Rising_Trigger
MACD_Histogram_Cross_Zero_And_Falling_Trigger
WOM_Low_and_Rising_trigger_point
WOM_High_and_Falling_trigger_point

WOM_MID_and_Rising_trigger_point
WOM_MID_and_Falling_trigger_point

Though I haven’t given each of these dedicated cells in the ‘Control Panel’ tab, do you think this would be best, to have a cell for each of these trigger points? I’ll let you ‘wire’ this up once I have the code typed up and sent across to you.

Expect another message from me tonight once I've gone through everything,
CPerry.

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Though I haven’t given each of these dedicated cells in the ‘Control Panel’ tab

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I mean the 'Formula Parameters' tab but nonetheless my point still stands, wiring up the code to the sheets is something I'm unsure of. Ok back to work!

Unused inputs are not a problem to code for. Missing an input that you might want in the future means that much of the preexisting code would need to be edited to add the new inputs. As I am designing the App, unused preexisting inputs can be implemented by merely adding an Atomic (lowest and smallest) level UDO. Ie, a Formula UDO or two and maybe a Calculator UDO. FYI What I am calling a Calculator is the Object that takes the outputs of various Formulas and develops a Back/Lay signal output

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Though I haven’t given each of these dedicated cells in the ‘Control Panel’ tab, do you think this would be best, to have a cell for each of these trigger points? I’ll let you ‘wire’ this up once I have the code typed up and sent across to you.

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All inputs from Bet Angel and the Control Panel need their own Cell. The 4 Data Storage UDOs you are writing are what allows the rest o the code to "wire" itself "up" to the Worksheets... so to speak.



What will you, or the Helper App, be using the Instructions section of the BA sheet for?

I am assuming that the Helper output is to be sent to the Brand "Signal" Column, (the one after the last Brand Data Column.) Is this correct?

Ok this is taking a little longer than I assumed aha I have completed three out of four class modules so far, just the 'Formula Parameters' one to go. I will resume this around early lunchtime tomorrow with the adding of cells on the control panel for the additional parameters and their codes in this module. Then I will send the finished file across along with the file of data for Offthelip to analyse.

Speaking of which, taking the code from the logger, to capture the: price, money (the money at current price, the money traded on the brand in total or the market volume?) and update time of Brand 1 (Cells G9, G10, {C3, K9 or C2 depending on your answer to the choices in bold}) do I have to change the red parts in the following code?

Code:

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Option Explicit
Const RecordingLength = 10000 this number will be x10 bigger for tomorrow's logging 'Records.
Dim Timer As Object
Dim Running As Boolean
Dim Recording
Dim i As Long

Private Sub Worksheet_Change(ByVal Target As Range)
 If Not Running Then Exit Sub
      Recording(i, 1) = Target.Address
  Recording(i, 2) = Timer
    i = i + 1
    If i > RecordingLength Then
      MsgBox "Recorded " & i - 1 & " Updates"
      Running = False
      SaveRecording
  End If
End Sub

Private Sub SaveRecording()
    Worksheets.Add Before:=Sheets("Bet Angel")
    ActiveSheet.Range("A1:B" & CStr(RecordingLength)) = Recording
    Set Timer = Nothing
    If i >= RecordingLength
Then
 MsgBox "Logging Complete"
End Sub
 
Public Sub StopLogging()
    If Running Then
        Running = False       

SaveRecording
    End If
  Set Timer = Nothing
    MsgBox "Stopping Logging"
End Sub
 
Public Sub StartLogging()
    ReDim Recording(1 To RecordingLength, 1 To 2)
    Set Timer = New clsMicroTimer
        Recording(1, 1) = "Address"
    Recording(1, 2) = "MicroTime Time"
   
Recording(2, 1) = Now
    Recording(2, 2) = Timer
  i = 3
        MsgBox "Logging Changes"
    Running = True
End Sub

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Finally for tonight, with regard to the 'Instructions Section' of the app, this is where orders get sent back through to BetFair via BetAngel so for example if all of the triggers went off on brand 1, I would need the instruction section to fill a couple of cells to place the order.
L9: The keywords "BACK/LAY/CLOSE TRADE"
M9: Current odds (Which would be G9 for a "BACK" or H9 for a "LAY")
N9: Stake which would be a static 2 (to indicate £2 to begin with and I would scale this up if my overall balance grew consistently)

As far as I'm aware, the order has to go through this section.

CPerry.

Do me a favor, Send me back just the two original sheets, edited, of course, and the Code modules. Re-version the Name

Then put in all the sheets you want, then change the name. Remember, we are still in the Design Stage of this Project. There will be many changes by the time we get Finished.

The first step in a Project like this: The Developer and the User design the User Interface. That Interface is Excel and the Three sheets in one of the examples I sent you, and a Bet Angel template.

Look at the code in ThisWorkbook of Perry's Data Storage UDOs. Put that code in all ongoing Workbooks.

When you're writing code, Compile often and after a good compile, BackUp the book. When satisfied with all the code in the book, manually SaveAs it to a new name or Version number. Those Are the Books I share with you. The ones without any Timestamp in their Names. I have an Archive older that I move all books I'm done with into.

Hi Cperry,
I suggest you record all of the money terms. I have updatedthe code to show what I think will do the trick, but I haven't compiled it so i have probably made a silly error ( I usually do!!)

Code:

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Option Explicit Const RecordingLength = 10000 this number will be x10 bigger For tomorrow 's logging 'Records.
Dim Timer As Object
Dim Running As Boolean
Dim Recording
Dim i As Long
 
Private Sub Worksheet_Change(ByVal Target As Range)
    If Not Running Then Exit Sub
    Recording(i, 1) = Target.Address
    Recording(i, 2) = Timer
' add in the extra bits to record
    Recording(i, 3) = Cells("G9")
    Recording(i, 4) = Cells("G10")
    Recording(i, 5) = Cells("C3")
    Recording(i, 6) = Cells("K9")
    Recording(i, 7) = Cells("C2")
' end of the new bit
    i = i + 1
    If i > RecordingLength Then
        MsgBox "Recorded " & i - 1 & " Updates"
        Running = False
        SaveRecording
    End If
End Sub
 
Private Sub SaveRecording()
    Worksheets.Add Before:=Sheets("Bet Angel")
' change the number of columns written out
    ActiveSheet.Range("A1:G" & CStr(RecordingLength)) = Recording
    Set Timer = Nothing
    If i >= RecordingLength
    Then
        MsgBox "Logging Complete"
    End Sub
   
    Public Sub StopLogging()
        If Running Then
            Running = False
           
            SaveRecording
        End If
        Set Timer = Nothing
        MsgBox "Stopping Logging"
    End Sub
   
    Public Sub StartLogging()
        ReDim Recording(1 To RecordingLength, 1 To 7) ' Change this to 7 columns to record everything
        Set Timer = New clsMicroTimer
        Recording(1, 1) = "Address"
        Recording(1, 2) = "MicroTime Time"
' Add in the new headers
        Recording(1, 3) = "Price"
        Recording(1, 4) = "Money"
        Recording(1, 5) = "Money at Current price"
        Recording(1, 6) = " the money traded on the brand in total"
        Recording(1, 7) = "market volume"
' end of the new bit       
        Recording(2, 1) = Now
        Recording(2, 2) = Timer
        i = 3
        MsgBox "Logging Changes"
        Running = True
    End Sub

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Which of these Money terms are you plannin to use to calculate the WOM indicator?

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Though I haven’t given each of these dedicated cells in the ‘Control Panel’ tab, do you think this would be best, to have a cell for each of these trigger points? I’ll let you ‘wire’ this up once I have the code typed up and sent across to you.

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I do very much suggest that you have a dedicated cell for each of these terms on the control panel. this will allow you to easily change the trigger points during testing and between each race without neeeding to change the code. You really don't want to change code while it is running. It is possible, but it is difficult to do without causing it to stop due to compile error.

Hi Samt

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Can one UDO recieve the LastUpdatedCell Update Time and distribute some value to all the Formula and Calculator UDOs?

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Yes it can be done this way. However the value to be distributed is simply the number of milliseconds since that brand was last updated. So to me the two bits of information associated with an update go together, Price and the time since last update.
So I think that while we are teaching Cperry good practices in coding, which should also stick to the good principles associated with cohesion and coupling and keep these two bits of data together. So every call for a bit of data from the BAangel UDO should include the value and the time since last update.
Note the time since last update is going to be Brand specific, i:e it is the time since that Brand was updated.

I can see a sequence of updates being something like this

0.00 Brand 1 Price
0.10 Brand 2 Price
0.15 Brand 1 Price Brand 1 delta = 0.15
0.25 Brand 2 Price Brand 2 delta = 0.15
0.35 Brand 2 Price Brand 2 delta = 0.1
0.36 Brand 1 price Brand 1 delta = 0.21
0.50 Brand 2 price Brand 2 Delta = 0.15
0.51 Brand 1 price Brand 1 delta = 0.15
etc
It is the Brand 1 and Brand 2 delta that should be distributed with the updated data.

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Or does it need to the the last BrandData Update time, or does the value need to be specific to each ormula and Calculator?.

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The same value is used in all formula, all the indicators have some sort of "lag" in them this is just a scaling factor for the lag constant.

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Another scenario. Can we use the Bowling Average time of the last 20 or so updates, instead of every Update time?

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Doing this will seriously reduce the accuracy. Since you have found an excellent way of getting a reasonably accurate "time since last update" let's use it.
Note: I think it is easier and faster to calculate the exact time since last upate than calculating the average over the last 20!!!

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So every call for a bit of data from the BAangel UDO should include the value and the time since last update.
Note the time since last update is going to be Brand specific, i:e it is the time since that Brand was updated.

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"Time since last update" Uh., I don't think so. The time of this update, yes. The Brand UDO can keep track of the time since last update. The BA Output UDO, all the BA UDOs, will be kept as streamlined as possible, since all their activity is included in the Update cycle time.

Therre are 7 "Pastes" in an Update, which take from ~30 to ~60ms. One of those "Pastes" is the entire Data Set or all Brands. IOW, all Brands have the same Update Time.

The last Update "Paste" of the series is C2:C6, This update is what will trigger the Output UDO to pass the Updates to the Helper.

As these values get passed down to the bottom of the stack, they trigger the Formula UDOS, When all relevant Formulas pass their results up to their Calculator UDOs,(Side bar: The Calculators are what I am calling the decision trees that decide which Signal to pass up,) it Triggers the Calculator. As soon as the Calulator makes a Decision, it passes it's choice to the Helper SheetWriter UDO. When one of the SheetWriter's Output Arrays is full, it writes to the ControlPanel sheet.

Since all Brands, and all Formulas, will be using the same "Time Since Last Update" The Helper DataParser Object, (AKA Input class,) must break all the Brands apart and pass that data separately to each Brand. It can calculate Elapsed time since last update and pass that along also. I suspect that this operation, Breaking down Data By Brand will be the main bottleneck.

At the moment, I am working on building a stub that will contain only the BAOutput UDO and the SheetWriter UDO. Those will need to be tested and timed, then perfected, before I will go any deeper into the Project. For those, I need Perrys DataStorage UDOs and I need to write the trigger code into the Bet Angel Sheet's Code Module.

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Therre are 7 "Pastes" in an Update, which take from ~30 to ~60ms. One of those "Pastes" is the entire Data Set or all Brands. IOW, all Brands have the same Update Time.

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I was a bit puzzled by this, probably because I haven't been following this entire thread closely. Why are there 7 pastes? what are they? Do they really take 30 to 60ms? Since "pasting" is one of the slowest things to occur, I think we need to design a system that only does one paste per brand or one paste per update, which comes to much the same thing. Are you minimizing the size of the "pasted" array too?


I believe that Betangel updates each Brand separately, so an worksheet change event will be triggered when when that Brand is updated. The time we need to record is the time that the Betangel update of that brand occured, not the time that we wrote the whole array out.

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"Time since last update" Uh., I don't think so. The time of this update, yes. The Brand UDO can keep track of the time since last update. The BA Output UDO, all the BA UDOs, will be kept as streamlined as possible, since all their activity is included in the Update cycle time.

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This makes perfect sense, the brand should keep track of when the last update occured and calculate the delta

I said "Paste" in quotes, but, I am assuming it is really the Bet Angel Application assigning Array Values to a Range

Update Order on Bet Angel Sheet:

Data Category	Address	MicroTime Time	Single Update duration
Not Used	$A$1:$B$1	81667.2883672192
Info Fields	$G$1:$H$1	81667.2980212744	0.0096540552
Info Fields	$F$2:$F$4	81667.3010967205	0.0030754461
Data Fields	$A$9:$K$24	81667.3085517632	0.0074550426
Instruction Fields	$T$9:$AE$24	81667.3120553546	0.0035035914
Instruction Fields	$AF$9:$AJ$24	81667.3168056675	0.0047503129
Info Fields	$C$2:$C$6	81667.3204661169	0.0036604495

Table from 'Race 2 3-0 Mins - Truncated_SamT.xls,' Sheets(Timing Data). "Data Fields" is all the Brands' Financial data.

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I think we need to design a system that only does one paste per brand or one paste per update, which comes to much the same thing. Are you minimizing the size of the "pasted" array too?

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ATT, the Helper App is only interested in the BA All Brands Data fields. ATT, The Helper will only update the Control Panels 'Brands' Table, and it will be by assigning the values of one array to that entire table all at once.

When we have completed and tested the Helper App, CPerry should Know enough to be able to add features as he pleases.

I made a few changes to the code Offthelip and got it working with 10 updates just fine but when I tried doing it for 100000 updates (approx 30 minutes across 3 races) it came up with:

Run-time error ‘1004’”
Application-defined or object-defined error

And highlighted the following line:

Code:

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ActiveSheet.Range(“A1:G” & CStr(RecordingLength)) = Recording

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Now I was able to debug around 3 parts to get it working with 10 updates but nothing I seem to do fixes this line without returning a error. Any ideas?

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When we have completed and tested the Helper App, CPerry should Know enough to be able to add features as he pleases.

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Yes, I already have a few ideas on how to develop this further once things are wired up and ticking. Can't wait to invest even more time into this project!

it looks to me that some value in the array gets some corrupt data in it or something that causes an error when written to the worksheet.
What I tend to do when I run it to this problem like this, is to write the array out a line at atime and see where it falls over.

Add this code instead of the failing line:

Code:

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Dim dummy(1 to 1 , 1 To 7) As Variant
For i = 1 To recordinglength
 For j = 1 To 7
  dummy(1, j) = recording(i, j)
 Next j
 
 ActiveSheet.Range(Cells(i, 1), Cells(i, 7)) = dummy
Next i

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Before you do this change recording length to something smaller than 1000000 because otherwise it will take all night!!
Try it with 1000 and see if it falls over, if that works try it with 5000 , etc.
This is another normal part of learning to code: writing code to try and debug the problem you encounter.

Awesome! I'll give this a try in a bit, just going to grab some food and have a small break. In the meantime, TA_DAHHH. Please find attached the newest workbook with the coding complete for all 4 class modules and added cells on the 'Formula Parameters' tab :D

Attachment 20940

CPerry.

CPerry,

I introduce you to the Coders concept of "Business Rules.'

Very simple Business Rules read like If this then that. For example "If Three Consecutive Backs from Formula, then Signal = Back"

The Calculator UDOs I have been mentioning are actually Business Rule implementing UDOs.

The textual description of one of these Calculator Objects will include the Formulas it uses, by name, and the values they put out, the decision tree or Business Rules it uses and the output values it generates.

A crude, unworkable, imaginary example, using what I remember right now about the MACD Calculator

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Uses, Macd_A, Macd_B, and Macd_C Formulas
MACD_A Outpurt - Double
MACD_B output = Single
MACD_C output = String

Input Properties:
X as Array
Y as Double
Z as String

Output Properties:
Value As String
MACD_A As Double
MACD_B As Double
MACD_C as Double

Stores previous Macd Formula values
Stores Count of Macd_A Formulas above MACD_C
Stores Count of Macd_D Formulas Below MACD_E

Business Rules:
If CountMACD_A_AboveC => 42 then Output "BUY"
If CountMACD_B_BelowC => 42 Then Output "LAYOFF"
If Something Else = "No TRade" Then OutPut = "No Trade"
If PreviousOutPut = "BUY" or = "LAYOFF" or = "NO TRADE" Then OutPut = PreviousOutput

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Basically, everything a Coder must know, without referencing any other documents, to code a Calculator UDO

Your homework: Define and Refine the Business rules of your Project into UDO Descriptions. I'll help you polish the first one's rough draft, then you can do the rest by yourself

Hi Cperry:
I just checked your Control panel sheet on your latest workbook and I saw this rule:

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if total back/lay triggers = 2, AND previous command = BACK or LAY, Then "CLOSE TRADE"

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This doesn't make sense to me: you wait until you have three Back triggers before going Back, then the second that one of those triggers disappears which is going to be just about immediately you close the Trade.
I think what you really want is
If previous command is "Back" and if total "LAY" triggers=2 then "CLOSE TRADE".
If previous command is "Lay" and if total "Back" triggers=2 then "CLOSE TRADE".

Well I completely forgot that the races ended at 4:00 today so I’ll have to try logging again tomorrow morning now, as for the “Business Rules”, does this area need to include the actual code for the indicators? For example these formulas previously typed up for MACD and RSI? (WOM would follow a very similar coding to RSI too I imagine):

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Post 16
Standard Module, named "Globals," Code
'Placed here for easy Code maintainencs and modification of formula parameters

Code:

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'EMA Series Constants
Const macd_A As Integer = 12 'Number of Items in series
Const macd_B As Integer = 26
Const macd_C As Integer = 9
Const Smoothing As Double = 0.9

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Formatting tags added by mark007

Worksheet Module Code:

Code:

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Dim MACDShort(1 To macd_A), MACDLong(1 To macd_B), MACDSignal(1 To macd_C) 'FIFO Arrays
 'Assume all three FIFO arrays are filled. Can't start until Long Series array is filled
 
Function GetMACD(Values As Variant, Smoother As Double) As Double
    Dim X As Double
    Dim i As Integer
   
    X = 1 - Smoother 'Used for speed
    GetMACD = Values(LBound(Values))
   
    For i = LBound(Values) + 1 To UBound(Values)
        GetMACD = Smoother * (Values(i) - X) * GetMACD
    Next i
   
End Function
 
Sub test_GetMACD()
    MACDShortAverage = GetMACD(MACDShort, Smoothing)
    MACDLongAverage = GetMACD(MACDLong, Smoothing)
    MACDSignalAverage = GetMACD(MACDShort, Smoothing)
   
    Trigger = (MACDShortAverage - MACDLongAverage) > MACDSignalAverage
End Sub

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Formatting tags added by mark007

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Post 28

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Code:

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Function RSI(Pricearr As Range)          Dim Rarr As Variant    If Pricearr.Columns.Count > 1 Then          ' Note this is the welles wilder calculation for the ongoing period                If Pricearr.Columns.Count > 2 Then            RSI = "Error More than one column in range"        Else            Browcount = Pricearr.Rows.Count            If Browcount = 1 Then                Upssum = Pricearr.Value2(1, 1)                Downssum = Pricearr.Value2(1, 2)                rs = Upssum / Downssum                RSI = 100 - 100 / (1 + rs)            Else                RSI = "Error More than one row in range"            End If                      End If                  Exit Function    End If      ' Note this is the welles wilder calculation for the initial period                        Browcount = Pricearr.Rows.Count    startrow = Pricearr.Row    startcol = Pricearr.Column    ReDim Rarr(1 To Browcount, 1 To 2) As Variant    For mm = 1 To Browcount        kk = 1        Rarr(mm, kk) = Pricearr.Value2(mm, kk)    Next mm                'Rarr = Range(Cells(startrow, startcol), Cells(startrow + browcount, startcol)).Value    gain = 0    loss = 0    rs = 0    If Browcount > 2 Then          ' Use this for the start value of RSI        For ii = 2 To Browcount Step 1                          Change = Rarr(ii, 1) - Rarr(ii - 1, 1)            If Change > 0 Then                  'up day                gain = gain + Change            Else                  'down day                loss = loss - Change            End If        Next ii        avgain = gain / Browcount        avloss = loss / Browcount        If avloss > 0 Then            rs = avgain / avloss            RSI = 100 - 100 / (1 + rs)        Else            RSI = 100        End If    Else        If Browcount = 1 Then            RSI = "FORMAT: 'RSI(RANGE) where RANGE must be a single column of numbers with at least two rows or two columns (ups then downs)with a single row '"        Else            RSI = " Error Less than three rows in range"        End If    End If      End Function  Function ups(Pricearr As Range, Lastime As Variant, TC As Variant)    If Pricearr.Columns.Count <> 1 Or Pricearr.Rows.Count <> 2 Then        ups = "'ups(RANGE, Lastime, TC) where RANGE must be 1 columns of numbers in 2 rows,  Last Time value , Time Constant"        Exit Function    End If    ReDim Rarr(1 To 2, 1) As Variant    For kk = 1 To 2        Rarr(kk, 1) = Pricearr.Value2(kk, 1)    Next kk    up = Rarr(2, 1) - Rarr(1, 1)    If up < 0 Then        up = 0    End If    ups = (up + (TC - 1) * Lastime) / TC End Function Function downs(Pricearr As Range, Lastime As Variant, TC As Variant)    If Pricearr.Columns.Count <> 1 Or Pricearr.Rows.Count <> 2 Then        downs = "'Downs(RANGE, Lastime, TC) where RANGE must be 1 columns of numbers in 2 rows,  Last Time value , Time Constant"        Exit Function    End If    ReDim Rarr(1 To 2, 1) As Variant    For kk = 1 To 2        Rarr(kk, 1) = Pricearr.Value2(kk, 1)    Next kk    down = Rarr(1, 1) - Rarr(2, 1)    If down < 0 Then        down = 0    End If    downs = (down + (TC - 1) * Lastime) / TC End Function

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Or has this already been accounted for and this area is just the ‘rules’ for the indicators to trigger?

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If previous command is "Back" and if total "LAY" triggers=2 then "CLOSE TRADE".
If previous command is "Lay" and if total "Back" triggers=2 then "CLOSE TRADE".

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Yes Offthelip, you’re absolutely right. I want all three indicators to confirm a BACK/LAY opportunity and then when two out of three of them say the opposite (confirming an exit position), close the trade.

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Function GetMACD(Values As Variant, Smoother As Double) As Double Dim X As Double
Dim i As Integer

X = 1 - Smoother 'Used for speed
GetMACD = Values(LBound(Values))

For i = LBound(Values) + 1 To UBound(Values)
GetMACD = Smoother * (Values(i) - X) * GetMACD
Next i

End Function

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This function is incorrectly named, this function is actually the EMA function and thus it should be called somethign like GETEMA.
the fact that you use this three times to create the MACD is irrelevant to the function.

Quote:

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Sub test_GetMACD()
MACDShortAverage = GetMACD(MACDShort, Smoothing)
MACDLongAverage = GetMACD(MACDLong, Smoothing)
MACDSignalAverage = GetMACD(MACDShort, Smoothing)

Trigger = (MACDShortAverage - MACDLongAverage) > MACDSignalAverage
End Sub

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This test function doesn't make sense either , you are using the same varaible "smoothing" when calling each function. You haven't taken into account the different period for the long and the short EMAs in a MACD. Also the signal line is calculated by subtracting the long ema from the short ema. It is this difference that is then put through another ema function to get the 9 period ema. then subtracting this from the signal line gives you the histogram.
We have then specified 4 triggers.

Also you haven't taken into account the "time since last update" which I have been banging on about since we started, but is vital to get the accuracy in the timing of the triggers.

Quote:

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as for the “Business Rules”, does this area need to include the actual code for the indicators?

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No. That code will be developed from the Description after we are all satisfied that the Description is accurate and complete.

Like the army says, "Failing to plan is planning to fail."

BTW, no code in the Helper uses Constants.
Those you listed will be Inputs, AKA Property Let Subs:
macd_A_SeriesCount
macd_A_Smoothing
macd_B_SeriesCount
macd_B_Smoothing
macd_C_SeriesCount
macd_C_Smoothing

For now, just use the plain Name of any Data. When Coding, we will edit the names to suit Private Property Variables and Property Subs