ATS.xls is a full featured Excel/VBA based automated trading, charting and backtesting solution for trading S&P futures! (Symbol ES, Emini, aka. E-Mini, globex)
*Tested and compatible with Excel 2000, 2003 and 2007.
Charting:
- Displays indicators
- Displays entry and exit points
- Configurable time frames
- Displays both actual and projected volume
- Choose from Constant Volume Bars or Time based charting
Two distinct modes: Live Trading with Interactive Brokers or Backtesting offline with tick data.
- A tested strategy can be Immediately implemented for live trading.
Development:
- Provides a fast start Trading System development environment.
- No VBA needed. Just enter your formula based rules/Indicators
Live trading:
- Automated trading for Interactive Brokers.
- Verifies filled orders before proceeding with next order.
- Optional audible order entrys. (example:”Opening Long position at 900.25″, requires Excel 2003 or higher)
- Orders triggered by your custom indicators
Backtesting
- Automated Backtesting visual mode shows every tick and orders on Chart
- Automated Backtesting fast mode gives daily P&L results in seconds
- Unattended unlimited multi-day Bulk Processing Backtest mode
- Rebuilds Open High Low Close data from tick data
- over a year of ES tick data provided
There are three ways to run a backtest:
Fast backtest – runs one day at a time quickly, but you can’t see anything happening until the test is done.
Backtest – runs one day at a time and displays every tick and buy/sell on graph
Backtest All Data – Runs backtest on all data.xls files. Completely unattended. Each days daily P/L is saved to a separate log file for later review.
Unlike overpriced trading software that is often too limited for advanced or unusual trading systems, This highly configurable trading platform is just $69.00.
Below are two Choices. Google Checkout or Paypal.
Google: After selecting “Buy Now” and checking out with google Checkout you will receive your download link and password.
After clicking “Buy Now” and checking out through Paypal, click on “return to merchant” (from paypal checkout) and you will immediately be redirected to your download link! In addition, you will also immediately and automatically be emailed your download link. (The email will go to your paypal email address).
Could I view/edit VBA codes after buying Excel/VBA Automated Trading Platform? It is for personal use only.
Thanks,
- David
David,
Yes. There are No passwords! Thanks
I just purchased the spreadsheet and noticed followings in the “LIVE” worksheet. Are they correct?
Symbol ES
Expiration FUT
Exchange 200906
type GLOBEX
David,
The labels are:
Symbol ES
Type FUT
Expiration 200906
Exchange GLOBEX
Currency USD
The “Expiration” should be changed to the currently active
Contract but use the same YYYYMM format. The current contract month is listed first (the one with the most volume) at the link below.
http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_globex.html
Thanks! It is working for ES (emini SP 500). Does it working using other symbol?
Does the Excel BVA spreadsheet run for stocks also?
Part of the ATS is the ability to backtest. However, in order to backtest stocks, your tick data must be in the format of the ES data. If you have stock data in the same format then you can backtest stock data (tick data in format, time, price). The ATS does also simply trade a single security. The settingswould need to be changed from FUT to STK and the expiration date removed.
Just downloaded ATS and don’t see any data in the BarData tab. Do I need to download separately?
The data is located on the right sidebar under Free ES Data. Full instructions are available here.
In ATS, I get a Run-time error 9: subscript out of range.
How do I fix?
Has the file been renamed? (It must stay the same name so if yes, please change back it back to ATS.xls)
Has the sheet been renamed? (It must stay “LIVE”, if yes please change it back to LIVE)
Has the filetype been changed to from xls to XLSM.? (If you have excel 2007/2010, do not change the file type to xlsm)