TraderXL Pro Package – AnalyzerXL

Today we continue our brief look at the TraderXL Pro package and examine AnalyzerXL. In short AnalyzerXL allows you to apply technical analysis to price data. The technical analysis library is quite extensive with around 165 functions, experts and indicators. The best way to understand how AnalyzerXL operates is by way of example.

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

About the author

Mark - Is a 28 year old form Australia. He has a Bachelor in Economics and a Major in CS. He is currently working towards his CFP. His interests include algorithmic trading systems, artificial intelligence, game theory and poker.