Bet Angel and Excel

[SamT]

On your attachment, are the Rows in sheet Bet Angel, from 45 to 88 one 10 ms dump from the Bet Angel Program? Is this typical? Does this data need to be "spread over" 22, (or more) worksheets for processing? Does BA do the data "Spreading" over all the other Bet Angel(n) sheets for you?

so if you could just direct me in how to adapt simple formulas into vba language,

Not so simple a formula. Recursive. Also formatted (Coded) for multiple uses. Ypu could, for innstance, use different smoothing factors for each curve's values

From the Link above:

The EMA for a series Y may be calculated recursively:

Where:

• The coefficient α represents the degree of weighting decrease, a constant smoothing factor between 0 and 1. A higher α discounts older observations faster.
• Y_t is the value at a time period t.
• S_t is the value of the EMA at any time period t.

By repeated application of this formula for different times, we can eventually write S_t as a weighted sum of the datum points Y_t, as:
for any suitable k ∈ {0, 1, 2, …}

The weight of the general datum point
is .

Standard Module, named "Globals,"

'Placed here for easy Code maintainencs and modification of formula parameters
'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

Worksheet Module Code:

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