BacktestingXL for Excel

BacktestingXL is an add-in for backtesting 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 BacktestingXL. 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 backtesting codes. For more information please visit the Strategy Creation section.

BacktestingXL 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."

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

AutoFiltering

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. This animation shows AutoFilter in action.

Features Summary:

Additional information:

Strategy Creation guide.

Demo screenshots of BacktestingXL

 

BacktestingXL Toolbar.

BacktestingXL Toolbar.

Strategy Editor Interface (Customized VBA editor)

Strategy Editor Interface. Customized VBA editor.
Detailed Report Wizard - uses the AutoFind button to automatically locate all available historical data series, then select the strategy to test.

Detailed Report Wizard. Use AutoFind button to automatically locate all available historical data series, then select Strategy to test.

Backtesting Settings - set default buy/sell prices, initial capital, commission size, and short/long position limits

Backtesting Settings. Set default buy/sell prices, initial capital, commission size, and short/long position limits.

Summary Report - contains the most important backtesting results in a compact form

Summary Report. Contains the most important backtesting results in a compact form.

Data Series Report - contains trades, equity and profit/loss dynamics displayed in tabled and chart formats
Data Series Report. Contains trades, equity and profit/loss dynamics displayed in tabled and chart formats.
Trades Report - contains trades grouped by positions. AutoFilter enables you to display, for example, only short trades, or only profitable trades etc.
Trades Report. Contains trades grouped by positions. AutoFilter enables you to display, for example, only short trades, or only profitable trades and etc.
Trades (chronological) Report - contains trades in chronological order. AutoFilter enables you to display, for example, only trades executed after some specified date.

Trades (chronological) Report. Contains trades in chronological order. AutoFilter enables you to display, for example, only trades executed after some specified date.

Signals Report - contains signals produced by a strategy. AutoFilter enables you to display, for example, only signals resulting in order execution.
Signals Report. Contains signals produced by a strategy. AutoFilter enables you to display, for example, only signals resulted in order execution.
Settings Report. Contains all backtesting settings.

Settings Report. Contains all backtesting settings.

Strategy Code Report. Contains strategy raw code.
Strategy Code Report. Contains strategy raw code.

 

One of Many User Comments

"I want to give you thanks for introducing CreateSummary feature in BulkQuotesXL and developing RTQuotesXL. It is really nice and very useful for me."

Pradeep Kumar Singh


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BackTestingXL is a part of TraderXL Pro Package

Additional Information: TraderXL Pro Package

Platform :  Windows XP/2000/2003/Me/98/NT

Excel 97 or greater or MS Office

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$249.00



Please see also software products of AnalyzerXL, LLC

Marketing Software       Trade Software

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