A little background - I trade futures on the sideline and want to create my own trading system in Excel VBA. I did a course in VBA a week ago and they gave me a manual called Excel 2010 Power Programming with VBA. It has 1051 pages!! I'm rattled but I'm going to do this, come hell or high water.

Okay, let's get to the nitty gritty. The system is based on taking trades when the 14 period RSI crosses a 9 period Moving Average on a 5 minute chart. Enough of that.

Let's get programming.

My first question - In this thread http://www.excelforum.com/excel-prog...ex-in-vba.html, the RSI is determined from a table that contains static data. In my case the relevant item is one single cell where price changes continuously as deals are successful.

Must I capture the value of that cell every 5 minutes to construct a table? Can't it just be captured in "memory", formulated and the result determined? Why must I write the value to a spreadsheet first? Remember speed is at the essence.