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Jeff Augen’s Options Trading Strategies (Collection)
book

Jeff Augen’s Options Trading Strategies (Collection)

by Jeff Augen
January 2012
Intermediate to advanced
780 pages
19h 29m
English
Pearson
Content preview from Jeff Augen’s Options Trading Strategies (Collection)

Appendix 1. Excel VBA Program for Counting Strike Price Crosses

Following is an Excel VBA program that tabulates strike price crosses for a single stock. Individual records can span any timeframe—minute, hour, day, and so on. Each row is assumed to contain a new record with columns A-G organized as follows: A=Symbol, B=Date/Time, C=Open, D=High, E=Low, F=Close, and G=Volume. Only columns D (High) and E (Low) are critical to the operation of the program. Three additional columns are automatically created: H=Crosses, I=Total, and J=Average.

The program also refers to a second worksheet containing a single column of strike prices (column A). A working copy of this data is created in the worksheet being tabulated. The working copy is automatically ...

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Publisher Resources

ISBN: 9780133047325