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:
- Summary Report
- the most important backtesting results in
a compact form
- Data Series
Report - trades, equity and profit/loss
dynamics displayed in tabled and chart formats
- Trades Report
- trades grouped by positions
- Trades (chronological)
Report - trades in chronological order
- Signals Report
- all signals produced by a strategy and their
results (order processed or not)
- Settings Report
- all configuration settings
- Strategy Code
Report - containing raw strategy code.
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:
- Simple strategy
creation
- Strategy code
can be developed using Excel or VBE (Visual
Basic Environment)
- 7-page informative
and detailed strategy test performance report
- Equity tracking
(initial capital and commissions)
- Separate long
and short position limitations
- Pyramiding support
Additional information:
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