News Focus
News Focus
Followers 17
Posts 2816
Boards Moderated 2
Alias Born 01/05/2004

Re: ls7550 post# 28245

Sunday, 09/14/2008 6:01:31 AM

Sunday, September 14, 2008 6:01:31 AM

Post# of 48351
For anyone that want to have a play with the more recent Ladder I've uploaded a template Excel spreadsheet

http://www.jfholdings.pwp.blueyonder.co.uk/ladder.zip

which also has a stock price watch (yahoo 20 min delayed) worksheet, that retrieves all of the listed stock prices when you click the Get Data button.

For Ladder look to set the TOP price at around 10 times the current 52 week high/low mid price. Set the BOTTOM at around 0.25 times that mid price.

The step size is now percentage based and increasing/reducing it will expand/reduce the interval between steps. Typically the step size should be in the range 1% to 5%.

For the 'watch' stock prices worksheet just ensure you leave no gaps as the macro scans down until it finds an empty EPIC code row.

Stocks/Bonds/Managed Futures

Unleash the power of Level 2

Spot liquidity moves with access to US order books.

Sign Up