As you can see the options for PredictorXL are extremely straight forward. It is simply a matter of modifying the options for your desired application and then starting the training process. For the purposes of this review we are going to build a simple model to predict the share price for BHP.AX. This is by no means anywhere near a conclusive model and I am only using it to showcase the power of this software. The first thing I have done is to use BulkQuotesXL to download the closing share price and volume for BHP.AX. Secondly I downloaded the closing prices of the following futures contracts:

• Australian Dollar
• 1-Month Libor
• Aluminium
• Cooper
• Gold
• Silver
• Light Crude Oil

The screen shot below shows the data we will be using for this simple Neural Net model.

After you have collected your data it is simply a matter of clicking New in the NeuroXL predictor dialog box and then clicking learn. You can tweak the options as desired. The lag option allows you to define the number of values you wish to predict. I have found the best results are obtained when lag is set to one. If you click on the show process button you will be able to watch the learning process take place. I should note if you have a large data set and a low Error or % the learning process will take a significant amount of time. Below is a screenshot of NeuroXL Predictor learning about the input output pairs from our data set.

After learning is complete it is simply a matter of clicking on the predict button and choosing a desired cell for the prediction to be placed. The screenshot below shows what the actual value of BHP.AX was and also what our model predicted the value would be.

As you can see this is a fairly good result given such a small data set and the fact that the model was very simple. I look forward to exploring this program in more detail over the coming weeks.

You can download a free 10 day trial of TraderXL Pro.

For this review I simply opened up the tethered line strategy from the samples directory of BacktestingXL. The screenshot below shows the VBA code for the strategy.

Once you are happy with your strategy code you then enter your testing settings as shown in the dialog box below.

After you have entered your settings then it is simply a matter of selecting your data series and generating a detailed report.

After the report is generated the key metrics from the strategy test will be shown in a new worksheet. As you can see below all the key metrics are covered.

To get a detailed visual perspective of how your strategy performed you can click on the Data Series worksheet and a graph will appear as shown below.

After my initial investigation with BacktestingXL I think that this will be a very useful component however I will reserve my final judgement until I have had a chance to develop and test my own strategy with it.

You can download a free 10 day trial of TraderXL Pro.

You can download a free 10 day trial of TraderXL Pro.

The first thing you will need to do is to create a new portfolio. This can be achieved by simply clicking the create portfolio button in the PortfolioXL menu. When you create a portfolio you select a portfolio name, standard transaction commission, invested money and currency. After these initial settings have been entered you can start buying and selling shares. The screenshot below shows the standard buy and sell screens.

After you have entered your portfolio details it is simply a matter of clicking update all portfolio menu in Excel and the latest prices for all the stocks in your portfolio will be downloaded. The screenshot below shows the automatically generated portfolio summary.

After you have created your portfolio and updated your quotes you will have three worksheets. The remaining two worksheets display the total return for your portfolio and the transaction report.  The transaction report is highlighted below.

PortfolioXL is a great tool for monitoring your portfolio but it also could be used to paper trade different strategies and monitor performance. PortfolioXL really is impressive and easy to use, I think you have to try it out for yourself to truly understand it’s abilities.

You can download a free 10 day trial of TraderXL Pro.

You can download a free 10 day trial of TraderXL Pro.

Once again the best way to look at RTQuotes features is by way of an example. For this example we will add five stocks from the ASX to download 20 min delayed data for. After creating a new workbook it is simply a matter of selecting RTQuotes Manager from the RTQuotes menu and a dialog box like the one shown below will appear. Simply enter the ticker symbols and refine the settings as desired.

After you click go a new sheet will be added according to your pre defined settings and the charts and quotes will automatically update. Below is a screenshot showing the added worksheet with a vertical quote layout.

A second worksheet will also be added that highlights key metrics related to the stocks you have selected. The worksheet should look similar to the one shown below.

As you can see RTQuotes is an excellent addition to TraderXL Pro package, unfortunately it is somewhat limited as the Yahoo realtime quotes service is still evolving. I have my fingers crossed that ASX data will be added to this service at some point in the future as US$10.95 a month for realtime data is extremely cheap.

You can download a free 10 day trial of TraderXL Pro.

You can download a free 10 day trial of TraderXL Pro.

The most striking difference between BulkQuotesXL and DownloaderXL is the variable input screen. Instead of entering data via a dialog box you enter the data directly into cells in a control sheet. After clicking on the New Download Project you will be presented with a similar screen as shown below.

By adopting this approach it is a lot easier to automate your data acquisition and presentation. You can run Macros directly after data is imported. The one criticism I have is there is not enough documentation of all the available functions. BulkQuotesXL also has added templates that make the data import process that much easier. The screenshot below shows the standard templates.

The templates include:

• Column-by-column template.
• Row-by-row template.
• Summary template.
• Major world indexes template.
• Export data template.
• Historical futures data template.

We will select the Historical futures data template in order to showcase the features of this addin. It is a simple matter of clicking on the Historical Futures data icon and a new worksheet will be opened as shown below:

We will use these default settings for this project. The next step is to click on the Download/refresh data button and the data will be downloaded and inserted into different sheets as shown below.

The full range of futures contracts you can obtain are shown here.

You can download a free 10 day trial of TraderXL Pro.

You can download a free 10 day trial of TraderXL Pro.

AnalyzerXL

The AnalyzerXL menu is shown below. As with most of the features of the addin the true complexity of this addin is abstracted away.

Before we run AnalyzerXL we use DownloaderXL to download the price data for our desired company. After the data is acquired it is a simple matter of selecting AnalyzerXL and a dialog box like the one shown below will appear.

In this dialog box you select the function, indicator or expert you wish to apply to your data. For this example we select the exponential moving average and click next. In this second dialog box we refine the variables as shown below:

After you are happy with all the settings then it is simply a matter of clicking the finish button and the output will be similar to the sheet shown below.

As you can see above the automatically generated graph needs some refinement however the power of having these pre-programmed functions available in Excel is a huge advantage.

You can download a free 10 day trial of TraderXL Pro.

With the ability to automate these functions with VBA and back and forward test strategies AnalyzerXL is a solid component in the TraderXL Pro package. The full list of functions, indicators and experts is shown below.

1. Acceleration
2. Accumulation/Distribution
3. Advance Decline Line
4. Aroon Down
5. Aroon Oscillator
6. Aroon Up
7. Average Change
8. Average Negative Change
9. Average of Volume ROC
10. Average Positive Change
11. Average True Range
12. Bill Williams Profitunity
13. Bill Williams’ Squat Bar Variables
14. Bollinger Band Percent
15. Bollinger Band Width
16. Bollinger Lower Band
17. Bollinger Middle Band
18. Bollinger Upper Band
19. Breadth Advance/Decline
20. Chaikin A/D Oscillator
21. Chaikin Money Flow
22. Chaikin Volatility Indicator
23. Change
24. Chande Momentum Oscillator
25. Cole’s Rally Day
26. Cole’s Reaction Day
27. Commodity Channel Index (CCI)
28. Cross
29. Cutler’s Relative Strength Index
30. Daily Volume Index
31. DEMA26
32. DEMA26 – MACD
33. Directional Movement Index (DMI) or Average Directional Index (ADX)
34. DPO (Detrended Price Oscillator)
35. DX
36. Ease Of Movement
37. Elder-Ray Bear Power
38. Elder-Ray Bull Power
39. Envelope
40. Exponential Moving Average
41. Exponential Moving Averages Difference
42. Fibonacci Extensions
43. Fibonacci Retracements
44. Fifty percent Principle
45. Fosback’s Unchanged Issues
46. Highest Value
47. Historical Volatility Indicator
48. Historical Volatility (10)
49. Historical Volatility (100)
50. Hughes Breadth Index
51. Lagged Exponential Moving Average
52. Lagged Exponential Moving Averages Difference
53. Lagged Line Weighted Moving Average
54. Lagged Line Weighted Moving Averages Difference
55. Lagged Moving Average
56. Lagged Moving Averages Difference
57. Lagged Value
58. Line Weighted Moving Average
59. Line Weighted Moving Averages Difference
60. Linear Regression Indicator
61. Linear Regression Slope
62. Linear Regression Sqd
63. Lowest Value
64. MACD Indicator
65. Market Facilitation Index (MFI)
66. Market Facilitation Index 1 (MFI * 100)
67. Martin Pring St Filtering System
68. McClellan Oscillator
69. McClellan Summation Index
70. Median Price
71. Midpoint levels (M1. M2, M3, M4)
72. Momentum
73. Money Flow Index (MFI)
74. Money Flow Index (MFI) Alert
75. Morris Daily Pressure
76. Morris Intraday Accumulator
77. Moving Average Difference
78. Multivote OBV
79. Negative Changes Count
80. Negative Changes Sum
81. Nicoski Index
82. OBV – Raw
83. OBV Midpoint
84. OBV Oscillator
85. OBV with Average Volume
86. On Balance Volume
87. On Balance Volume with Variable Smoothing
88. PAIN (Price Action Indicator)
89. Parabolic SAR
90. Parabolic SAR Alert
91. Percent Change
92. Performance Indicator
93. Period Volatility Percentage
94. Pivot Point Camarilla`s
95. Pivot Point DeMark’s
96. Pivot Point Floor
97. Pivot Midpoints
98. Pivot Point Woodie’s
99. Positive and Negative Changes Counts Difference
100. Positive Changes Count
101. Positive Changes Sum
102. Price Oscillator Percentage Difference
103. Price Oscillator Points
104. Price Oscillator Points Difference
105. Price Rate-Of-Change Indicator
106. Price Rate-Of-Change Points Indicator
107. Price Volume Rank
108. Price Volume Trend
109. Qstick Indicator
110. Rainbow Band Lower
111. Rainbow Band Upper
112. Rainbow Oscillator
113. Rainbow Maximum
114. Rainbow Minimum
115. Range Difference
116. Resistance levels (R1, R2, R3)
117. RSI Crossover Indicator
118. Simple Moving Average (SMA)
119. Smooth Acc/Dist
120. Standard Deviation
121. Stochastic Oscillator
122. Stochastic Oscillator and RSI Alert
123. Support lines (S1, S2, S3)
124. Swing High
125. Swing Low
126. TEMA21
127. TEMA26
128. TEMA26 – MACD
129. Tomas Demark -max
130. Tomas Demark -min
131. Total Volatility
132. TRIX Indicator
133. Typical Price
134. Ulcer Index
135. Ultimate Oscillator
136. Ultimate Oscillator Alert
137. Up Volatility – Down Volatility
138. Up/Down Volume
139. Variable Length Average
140. Velocity
141. Vertical Horizontal Filter
142. VHF
143. Volatility
144. Volatility (annualized)
145. Volatility (dispersion changes)
146. Volatility (percent changes)
147. Volume % +/- Average
148. Volume (#std deviations)
149. Volume & Price Accumulator
150. Volume Accumulator
151. Volume Accumulator (Chaikin)
152. Volume Line Variation
153. Volume Oscillator Percentage
154. Volume Oscillator Points
155. Volume Rate-Of-Change Percentage
156. Volume Rate-Of-Change Points
157. Volume Rating
158. Volume Reversal
159. Volume Reversal Alerts
160. Volume Weighted RSI – MFI
161. Wighted Close Indicator
162. Whipple Volume Average
163. Whipple Volume Plot
164. Wilder RSI Indicator
165. Williams %R

TraderXL comprises of a suite of addins for Microsoft Excel, the addins include:

• AnalyzerXL
• BulkQuotesXL
• DownloaderXL
• RTQuotesXL
• PredictorXL
• BacktestingXL
• ClassifierXL
• PortfolioXL
• OptionsXL

I was truly blown away with the scope of this group of applications and reviewing them will be no small task. In the next few posts I will look at the core features of this package and I will showcase how I will be using them.

You can download a free 10 day trial of TraderXL Pro.

DownloaderXL

DownloaderXL makes it simple to download Equities, Indices and Mutual fund data from all the major markets around the world. For equities the data includes open, high, low, close and volume fields. The indices data also includes open, high, low, close and volume fields. The mutual funds data includes the net asset value. You can specify three different timeframes daily, weekly and monthly.

Downloading Stock Data

In order to show you how simple it is to download data using this tool we will download data for MSFT from May the 10th to August the 8th. The image below shows the DownloaderXL menu in Excel 2007.

In order to download data you need to click on Download Prices menu item and a dialog box will appear as shown below.

From this simple dialog box all the data input variables can be set. It is very simplistic in nature but yet powerful. You can enter a single ticker symbol or a list of symbols to download data for. You can also set what chart type you want generated after data import. Once you are happy with the settings it is simply a matter of clicking on the get historical data button. After downloading is complete a new sheet will be added to your workbook like the one shown below.

As you can see it is a very simple process to download data and integrate it into your spreadsheets. It is also easy to conditionally update your stock data. In the next article we will examine AnalyzerXL.

You can download a free 10 day trial of TraderXL Pro.