Excel RTD

2.1 Running the RTD app

In order to put real-time data into Excel you need to run the RTD app. The Excel formulas listed below will give blank values if the app is not running.

2.1.1 Available symbols

Information about the following symbols will be available in the Excel RTD app:

• MT4/5: the app will report all the symbols which are included in the MT4/5 market watch

• Tradable: the app will report all available symbols in the platform

• All other platforms: you configure which symbols the app reports using the app’s symbols menu.

2.2 Excel formula

Once the RTD app is running, you can use the following formula in Excel to insert a realtime feed of account, ticket, or price data. You simply need to fill in the account number, and the “property” which you want to display:

=RTD(“FXBlueLabs.ExcelRTD”, , “ account number“, “ property“)

For example, if your account number is 156734 and you want to display the account’s balance, or the bid price of GBPUSD:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “balance”)=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “bidGBPUSD”)

Please note: with some language settings – for example, Polish – Excel may want the sections of the formula to be separate by semi-colons instead of commas.
For example:

=RTD(“FXBlueLabs.ExcelRTD”; ; “ account number“; “ property“)

2.3 Property names

The RTD app supplies data about the account (e.g. equity and balance), symbol prices, “tickets“, bar history, and technical indicator values. The list of tickets includes both open positions and pending orders.

2.3.1 Account data properties

2.3.2 Price and symbol data properties

The app supplies the current ask and bid prices for all symbols configured in the app. For example, if the symbol name you are interested in is EURUSD, then the property name for its ask price is askEURUSD.
For example:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “askEURUSD”)

The app also provides a count and a list of all configured symbols. For example, the following formulas return the number of available symbols and the name of the 5th symbol on the list (which can be in any order):

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “symbols”) 

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “s5”)

2.3.3 Ticket data properties

The app supplies the following information about each “ticket”, i.e. each open position and pending order. The N value in each property name is an index between 1 and the total number of tickets (reported by the tickets property).

For example, you can get the symbol name and net profit of the 2nd ticket (if there is one) using the following formulas:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “t2s”)=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “t2npl”)

2.3.4 Bar history

You can use the Excel RTD app to request recent price history from the platform. All values are bid prices. (Please note that this price history is not available on the tradable platform.)

The property name for bar history is as follows: @bh,symbol,timeframe,data,shift. For example, the following formula shows the high of the current EUR/USD H1 bar:

=RTD(“FXBlueLabs.ExcelRTD”, ,”156734″, “@bh,EURUSD,H1,high,0”)

2.3.4.1 Timeframe value

The bar timeframe can either be specified as a number of minutes – e.g. 60 for hourly bars – or you can use standard notations such as H1 or M3. The available timeframes are as follows:

2.3.4.2 Price data

You can request the following information about each bar:

2.3.4.3 Bar shift

The final part of the price history formula is the bar “shift”, i.e. which bar to get information about. Bars are numbered with the newest at zero, and increasing in order of age. In other words, bar 0 is the current in-progress bar; bar 1 is the last complete bar etc.
Therefore, the close price on bar 0 (for any timeframe) is the current bid price. In effect, the following two formulas are identical:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “bidGBPUSD”)=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@bh,GBPUSD,60,close,0”)

The amount of data available on each timeframe depends on the underlying platform, but will typically be around 250 bars.

2.3.5 Technical indicators

The Excel RTD app has some built-in indicator calculations which you can request using formulas. For example, the following formula will show 14-bar Relative Strength Index for GBP/USD M5:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@rsi,GBPUSD,M5,14,0”)

Please note that the technical indicators are not available on the tradable platform.

The property name for a technical indicator starts with an indicator name such as @rsi or @ema, and is then followed by a list of parameters separated by commas.

The first two parameters for an indicator are always the symbol name and the timeframe, which can be specified either as H2 or as the equivalent number of minutes such as 120.

The last parameter is always the bar “shift”. You will normally want to use a value of 0 for the shift, in order to get the current indicator value, but you can also use a shift of e.g. 1 to get the value of the indicator at the end of the previous bar. (The only exception are the swingpoint indicators, which always return the latest swing point and do not use a shift parameter.)

Many indicators can be applied to different data values from each bar, e.g. the high price or even the bar range instead of the close price.

Please bear in mind that exponential moving averages and similar calculations are affected by the amount of available bars. For convenience, everyone always refers to the N value in such calculations as “N bars” (e.g. “21-bar EMA”), but this is not what it truly means. The N is a weighting factor, and a calculation such as an EMA always looks at the entire bar history which it has collected, but giving increased weight to the most recent N bars. Two calculations of an EMA can be different – though only usually by small amounts – if they are using different amounts of bar history.

2.3.5.1 @sma – Simple Moving Average

You can calculate a simple moving average (i.e. arithmetic mean) using the @sma indicator.
For example, the following formula does an average of the median prices for the last 10 bars on GBP/USD M5:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@sma,GBPUSD,M5,median,10,0”)

The indicator’s parameters are as follows:

2.3.5.2 @ema – Exponential Moving Average

You can calculate an exponential moving average using the @ema indicator. For example, the following formula does an average of the ranges of the last 21 bars on GBP/USD D1:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@ema,GBPUSD,1440,range,21,0”)

The indicator’s parameters are as follows:

 2.3.5.4 @lwma – Linear-Weighted Moving Average

You can calculate a linear-weighted moving average using the @lwma indicator. For example, the following formula does an average of the ranges of the last 21 bars on GBP/USD D1:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@lwma,GBPUSD,1440,range,21,0”)

The indicator’s parameters are as follows:

2.3.5.5 @macd and @macdsig – MACD

You can calculate MACD (the difference between a “fast” EMA and a “slow” EMA) using the @macd indicator. You can also use @macdsig to get the smoothed “signal” value of the MACD indicator.

For example, the following formula calculates MACD for GBP/USD M30, using the standard 12-bar fast EMA and a 26-bar slow EMA, and applying the calculation to the high price of each bar:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@macd,GBPUSD,30,high,12,26,9,0”)

The indicator’s parameters are as follows:

2.3.5.6 Average True Range

You can calculate average true range using the @atr indicator. For example, the following formula calculates the average true range of the last 21 bars on GBP/USD D1:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@atr,GBPUSD,D1,21,0”)

The indicator’s parameters are as follows:

2.3.5.7 @rsi – Relative Strength Index

You can calculate Relative Strength Index using the @rsi indicator. For example, the following formula calculates 14-bar RSI on USD/JPY M3:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@atr,USDJPY,3,14,0”)

The indicator’s parameters are as follows:

2.3.5.8 @stoch and @stochslow – Stochastic Oscillator

You can calculate the stochastic oscillator using the @stoch indicator. You can also calculate the slowed “signal” value for the indicator using @stochslow.

For example, the following formula calculates the oscillator on GBP/USD H2 bars, using standard parameters of (5,3,3) – i.e. K period of 5, D period of 5, slowing value of 3.

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@stoch,GBPUSD,120,5,3,3,0”)

The indicator’s parameters are as follows:

2.3.5.9 @bbupper and @bblower – Bollinger bands

You can calculate “Bollinger” bands – a simple moving average plus/minus a number of standard deviations – using the @bbupper and @bblower indicators.

For example, the following formula calculates the upper band on GBP/USD M10, using an average of the close prices on the last 30 bars, and 2 standard deviations:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@bbupper,GBPUSD,10,close,30,2,0”)

The indicator’s parameters are as follows:

2.3.5.10 @vol – Volatility (standard deviation)

You can calculate volatility – i.e. 1 standard deviation – using the @vol indicator.

For example, the following formula calculates the volatility of the last 21 bar-ranges on GBP/USD M10:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@vol,GBPUSD,10,range,21,0”)

The indicator’s parameters are as follows:

2.3.5.11 @cci – Commodity Channel Index

You can calculate the Commodity Channel Index using the @cci indicator.

For example, the following formula calculates CCI using the typical bar price for the last 14 bars on EUR/USD H1:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@cci,EURUSD,60,typical,14,0”)

The indicator’s parameters are as follows:

2.3.5.12 @high – Highest bar value

You can calculate the highest of a series of bar values using the @high indicator. For example, the following formula calculates the highest high during the last 20 GBP/USD D1 bars:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@high,GBPUSD,D1,high,20,0”)

The indicator can be applied to any bar data. For example, you can find the highest low as well as the highest high. You can also use it to find the bar with the largest range or change.

The indicator’s parameters are as follows:

2.3.5.13 @low – Lowest bar value

You can calculate the lowest of a series of bar values using the @low indicator. The indicator can be applied to any bar data. For example, you can find the lowest high as well as the lowest low. You can also use it to find the bar with the smallest range or change.

The following formula calculates the smallest D1 bar range during the last 20 GBP/USD D1 bars:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@low,GBPUSD,D1,range,20,0”)

The indicator’s parameters are as follows:

2.3.5.14 @swingh and @swingl – Swing points (“fractals”)

You can calculate the most recent swing points using the @swingh and @swingl indicators.A swing point is defined as a bar with lower highs either side of it (or higher lows, for @swingl). These swing points are similar to the MT4 “Fractals” indicator.

For example, the following formulas finds the most recent swing-high and swing-low prices on GBP/USD M5, using a 5-bar swing (2 bars either side of swing point) and not allowing an “unconfirmed” swing involving the current bar:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@swingh,GBPUSD,M5,high,2,0”)=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@swingl,GBPUSD,M5,low,2,0”)

The indicator’s parameters are as follows. Please note that the @swingh and @swingl do not have a bar “shift” parameter; they only return the most recent swing price.

2.3.5.15 @keltupper and @keltlower – Keltner channels

You can calculate Keltner channels using the @kelternupper and @keltnerlower indicators. A Keltner channel is an exponential moving average plus/minus average true range.

For example, the following formula calculates the lower Keltner channel on GBP/USD H1, using a 20-bar EMA minus half of 10-bar ATR:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@keltlower,GBPUSD,60,close,20,10,0.5,0”)

Because Keltner channels are simply a combination of an EMA and ATR, the formula above is equivalent to the following:

=RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@ema,GBPUSD,60,close,20,0”) –(RTD(“FXBlueLabs.ExcelRTD”, , “156734”, “@atr,GBPUSD,60,10,0”) * 0.5)

The indicator’s parameters are as follows:

2.3.6 Other properties

Other miscellaneous data items provided by the Excel RTD app are as follows:

2.4 Symbol names and standardisation

By default the RTD app uses standardised symbol names. These may be different to the symbol names which your broker uses in your trading platform. For example, your broker’s symbol names may have a suffix such as cx or mn, e.g. EURUSDcx or EURUSDmn.

By default, all forex symbols are converted to the form AAABBB. For example, a name such as EURUSDnm or EUR/USD will be converted by default to EURUSD. You can turn off this standardisation by un-ticking the option “Use standardised symbol names” in the app.  

This setting is intended for spreadsheets where you are collecting data from multiple accounts on different brokers/platforms (by running multiple copies of the RTD app), and the brokers/platforms use different symbol names.

For example, you might have something like the following spreadsheet where there are account numbers in columns B onwards, and symbol names in rows 2 onwards. You can then have a formula which uses the symbol names in column A without having to adjust for one account using EUR/USD and the other using EURUSDfx etc.

In cell B2: =RTD(“FXBlueLabs.ExcelRTD”, , B$1, CONCATENATE(“bid”, $A2))

You could then fill the formula from cell B2 into B3, C2 etc and the cell references would automatically adjust.

(The CONCATENATE function in Excel simply joins two pieces of together. In the above example it is joining the text “bid” with the symbol name in column A, to produce the property name bidEURUSD or bidGBPUSD.)

2.5 Ticket volumes

The RTD app reports the volumes on tickets as the nominal volume, not as a lot size. For example, a size of 0.20 lots will be reported as a volume of 20000.

(Unless you are using something like an MT4 mini account with a lot size of 10K instead of 100K, in which case 0.20 lots would be 2000 instead of 20000.)