Technical analisys and trading system Excel spreadsheet : ta_exces.xls

 

 

                                                  download  the spreadsheet

Hello . This program is intended to help in simulated trading systems and technical studies . There is absolutely no guaranty that simulated past results can be applied in future , real trading. Use it at your own risk. Thanks.

FILES -( only daily and weekly files)

 Please place the spreadsheet in a directory create before and called c:/taexces, while stockfile must be placed in  c:/taexces/docs  Clicking the button  "select stockfile" this spreadsheets opens the directory  c:/taexces/docs  where you can open your file ; the program will accepts only the daily files  .xls, .csv,  .txt  ,with data ordered  in columns with the most used format as follows   :

 Date, Open, High, Low, Close, Volume,

DIRECTORY :

The directory in which to leave the new stock files stock files is also c:/taexces/docs

WEEKLY FILES :

Click the button to transform a daily file in weekly file, which will be saved in the directory c:/taexces/docs

VIEW :

insert start date in cell B1 and end date in cell B2 to analyze the desired  stock file period, dates out of database will be ignored.

You have two more charts  to show   indicators , the buttons "indica1" and "indica2" , both will open a dialog box to choose the desired indicator.

You can save  a chart in .gif format , will find it in c:/taexces/doc .

The button "wide chart" makes your main chart to cover the first of two secondary charts :

TRENDLINES :

Press the button "trendlines" and follow instructions in dialog box , dates out of database will not allow the line drawing .

Note you can also draw parabolic trendlines.

MOVING AVERAGES:

The button "MOV.AVG." opens a dialog box to select the desired m.a. .Day length can be changed in cells F1,G1, for simple m.a. and in F2,G2 for exponential m.a. , or following instructions for parameter-cell in the dialog box description of averages.

INDICATORS

User defined indicators can be created using last choice of the indicators dialog box ; exemple : if you write longma-shortma the indicator displayed will be the macd ; please refer to link defined names here to find the availble defined-name indicator

Parameters can be changed in the charts sheet in the upper area ; the complex indicators are often influenced by h2-cell (xparameter)

suggested ranges for parameters: 

0,005-0,01 for sar (e1 cell   )   -   

1-5 for k1 cell , when k2=y     (there you find bollinger bands)

3/15 for k1 cell , when k2=n ( there you find evenlopes, parallele lines to short m.a.  , without standard deviations)

All the others from 10 to 200 - remember, if dates range is lower of the indicator parameter, the indicator will not be obviously visible).

TRADING SYSTEMS

Pre-defined systems are available by clicking on button "system" in sheet charts or "select trading system" in sheet testsystem; they can be said dynamic  as profit chart in testsystem sheet immediatly displays another result by changing the involved  parameters.

click here to have more details regarding the construction of pre-defined system.

User defined systems can be created by yourselves by writing an algorithm in the apposite column H in testbasket sheet, followed by button "start uds test" ; here you can use the following expressions : buy,sell, mantain (if you want to keep your position) and  out(if you want to exit from long or short position). exemple :if(rsi>50,buy,if(rsi<50,sell,mantain)) as you see comma is used  and the defined name rsi is one of the indicator-names available to create the system ( click on link defined names to watch others).

The testbasket sheet allows to test the same system for different stocks , to calculate  and to show the profit average (button" 5 stocks,one system") .More you can use different systems on the same stock or to mix the basket and the system with "mix" button.

MACRO LANGUAGE

defined names

WANT MORE ?

This program works without blocking for about 25 days , for a  no limitation copy please contact me at Paolo.Bozza@alice.it  . Thanks for helping to improve this product.

 

Bye,  Paolo