Ozgrid, Experts in Microsoft Excel Spreadsheets Software Search, Categories and Specials Similar Products
AnalyzerXL | Bulk Quotes Excel | DownloaderXL | Real Time Quotes Excel
Predictor Excel | Back-testing Excel | Clusterizer Excel | Portfolio Excel
Options Excel | Neuro Excel Package | Visual Options Analyzer | TraderXl
Forecaster Excel | Neuro Intelligence
Build Automated Trading Models In Excel

Back testing Trader Excel

Microsoft Excel - From Beginner to Expert in 6 Hours/ EXCEL DASHBOARD REPORTS


Backtest Trading strategies & Evaluate End-of-day Trading Strategies With Historical Data

Buy Today (below) and send us your order ID and claim over $70.00 worth of FREE software

back-testing Excel Is Only Sold As Part Of Trader Excel Package | Visit Developers Site For More Like This

back-testing Excel, part of Trader Excel Package , is an add-in for back-testing trading strategies in Microsoft Excel. It enables you to test and evaluate end-of-day trading strategies using historical data. Users can use VBA (Visual Basic for Applications) to build strategies for Back Testing Excel. However, VBA knowledge is optional - in addition to using VBA-constructed trading rules, you can construct trading rules on a spreadsheet using standard pre-made back-testing codes.

back-testing Excel Details

Back Testing Excel supports advanced functionality, such as pyramiding (change of position size during an open trade), short/long position limiting, commission calculation, equity tracking, out-of-money controlling, buy/sell price customizing (you can trade at Today's or Tomorrow's Open, Close, High or Low prices). Such functionality enables you to build "natural" trading strategies and prevents you from putting your strategies in "frames."

Back Testing Excel creates informative and highly detailed strategy test performance reports. Each report has seven tabs:


The Trades, Trades (chronological) and Signals reports have an AutoFiltering option that, when implemented, can produce more refined reports. Filtering is a quick and easy way to find and work with a subset of data in a list. A filtered list displays only the rows that meet the criteria you specify for a column. Unlike sorting, filtering does not rearrange a list. Instead, it temporarily hides rows you do not want displayed. When you activate AutoFilter, arrows appear to the right of the column labels in the filtered list. AutoFilter can be used, for example, to display just short trades, profitable trades, or trades executed after some specified date, or just those signals that resulted in trades.

Features Summary:

To backtest a trading strategy, Back Testing Excel iterates through all rows of historical data, executing strategy code for each row of data. Strategy code consists of these basic building blocks:

DTReturns DateDT(Day)
OPReturns Opening PriceOP(Day)
HIReturns High PriceHI(Day)
LOReturns Low PriceLO(Day)
CLReturns Closing PriceCL(Day)
VOLReturns VolumeVOL(Day)
OIReturns Open InterestOI(Day)
RNGReturns Range ValueRNG(UpperCell, Day)
BuyCreates Buy SignalBuy(NumberOfShares, SpecialOrder)
SellCreates Sell SignalSell(NumberOfShares, SpecialOrder)

back-testing Principles

There are two ways to create strategies:

  1. Trading rules are programmed in a spreadsheet. This way is more time consuming, but does not require any special knowledge - only basic knowledge of Microsoft Excel.
  2. Trading rules are programmed using VBA (Visual Basic for Applications) and stored in a special module of a workbook. This way is less time consuming, but requires basic knowledge of VBA.

Here is an example of a trading rule: Sell if Today's Open is greater than Today's Close, otherwise Buy. We can realize this rule in two ways:

1. Program the trading rule using a spreadsheet.

As you can see, the rule '=IF(B2>E2;"Sell";"Buy")' is located in each cell and produces buy/sell signals.

Back Testing Excel code generated for this strategy can be re-used to produce buy/sell signals in other spreadsheets.

2. Program the trading rule using VBA.

There are no rules in the spreadsheet, just historical data.

Trading rules are written using VBA and stored in a special module

back-testing Excel Is Only Sold As Part Of Trader Excel Package | Visit Developers Site For More Like This


Microsoft � and Microsoft Excel � are registered trademarks of Microsoft Corporation. OzGrid is in no way associated with Microsoft

Convert Excel Spreadsheets To Webpages | Trading In Excel | Construction Estimators | Finance Templates & Add-ins Bundle | Code-VBA | Smart-VBA | Print-VBA | Excel Data Manipulation & Analysis | Convert MS Office Applications To...... | Analyzer Excel | Downloader Excel | MSSQL Migration Toolkit | Monte Carlo Add-in | Excel Costing Templates