I need to implement Lindo's API for optimization in Excel, and as a second step in Metatrader.
Lindo is a company offering optimization products, and their API will be used for optimizing portfolio models in excel. You can read more about Lindo API here ([url removed, login to view]) and the reference documents here ([url removed, login to view]).
What is needed is an Excel macro, that sends and retrieves the information from the Lindo API. The following is VERY important:
In excel, I will have a few columns with inputs, and then columns with the output. Each row is treated individually, hence each row is it's own optimization. I need the API to be used from a cell with a simple function (ie. =OPT(input1, input2,...,output)) to return the optimized value/array of optimized value. Since this function will run for for each row at least a thousands times, it's important that I can just drag the cell down for all rows so it minimizes the manual work. I will provide you with an example file when the project starts.
When this works, I will want to take the next step and implement it in other applications such as Metatrader or Multicharts. However if you only have knowledge about Excel, please mention this when you quote the project as I might go with only the Excel implementation instead.