Excel/VBA Automated Trading Platform

*current version is 1.1.06 Released 5/26/2014 (changelog)

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  2007, 2010.

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

atsdemotrade21

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

bt1

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 $89.00.

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).


Comments

  1. David Wu says:

    Could I view/edit VBA codes after buying Excel/VBA Automated Trading Platform? It is for personal use only.

    Thanks,

    - David

  2. ExcelTrader says:

    David,

    Yes. There are No passwords! Thanks

  3. David Wu says:

    I just purchased the spreadsheet and noticed followings in the "LIVE" worksheet. Are they correct?

    Symbol ES
    Expiration FUT
    Exchange 200906
    type GLOBEX

  4. ExcelTrader says:

    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

  5. David Wu says:

    Thanks! It is working for ES (emini SP 500). Does it working using other symbol?

  6. Does the Excel BVA spreadsheet run for stocks also?

  7. ExcelTrader says:

    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.

  8. Just downloaded ATS and don't see any data in the BarData tab. Do I need to download separately?

  9. ExcelTrader says:

    The data is located on the right sidebar under Free ES Data. Full instructions are available here.

  10. In ATS, I get a Run-time error 9: subscript out of range.

    How do I fix?

  11. ExcelTrader says:

    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)

  12. Hey sorry is this program compatible with MAC OS Office 2007?
    thanks

  13. ExcelTrader says:

    I have no Mac test systems so I only guarantee compatibility with the PC versions. However, Microsoft does claim compatibility.

  14. Jens Nielsen says:

    I am interested in the platform.

    Could you please let me know what the requirements are for "Interactive Brokers" so that I can verify whether I can use mine.

    Also what kind of data are available? - live or delayed - and what time frames?

    Thanks,

  15. ExcelTrader says:

    Data is dependent on your account type. If you have a funded account both your papertrading account and live account will have live data. Edemo of course is delayed/sample data.

  16. Jens Nielsen says:

    Thanks for the reply.

    In regards to the requirements for “Interactive Brokers” I was referring to whether you have requirements such as e.g. the URL for submitting a deal ticket is in a certain format or is the interface not via a URL?

    Thanks,

  17. ExcelTrader says:

    Orders are sent via IB's API.. If you prefer a quote for a custom solution that can send via a URL the next step would be to send full details (to the email adddress in the top right of the page.)

  18. Hi ExcelTrader:
    I have some questions:
    1. what kind of indictor you used. Can I add my own strategy on it.
    2. Can be used other brokerage API except the IB.
    3. Is the package coming with source code.

    Many Thanks!

  19. ExcelTrader says:

    Jimmy XU,
    1. There is an example indicator based system. It's very simple for purposes of example. All columns are available for additional analysis/indicators.
    2. As it comes, the ATS.xls is set for backtesting with my free ES data and trading with IB. Of course I can convert to any broker with an API as a custom project.
    3. There are no passwords on any of my excel based VBA code. I am not naive enough to think that any vba password cannot be cracked easily so I don't bother. I encourage anyone to learn from my work. A little VBA knowledge can handle anything that expensive commercial programs can deliver. If you prefer a custom solution please contact me at the email on the top right of this page. Thanks for the questions!
    -ET

  20. You do Good Work!!!

    I just purchased the ATS spreadsheet and

    In ATS.xls, I get a Run-time error 9: subscript out of range.

    In the MS-VB > Module 4 this line is highlighted in yellow.

    Set ws = Workbooks("log.xls").Worksheets("PL")

    I am trying to run a backtest on the downloaded data from your website.

    My system:
    Pentium D 3.0Ghz
    2.0GB of RAM
    MS Windows XP SP3
    MS Office Excel 2003 SP3

    I did NOT have a log.xls file, so I saved a blank excel file as log.xls in c:\

    the file has NOT been renamed = ATS.xls
    the sheet has NOT been renamed = LIVE
    Where is TwsDde.xls? = C6 = C:\Jts\Excel
    Where is your "archive" folder? = G6 = C:\Archive
    Where is your Log.xls file ? = G7 = C:\log.xls
    the backtest is checked in D1.

    Please Help

    Rocco

  21. Excel Trader,

    Thanks for all your help.

    You have the BEST and Fastest Support I have ever had the pleasure of working with. And BTW your automated trading system is Awesome.

    Rocco

  22. yppsilence says:

    Hi Excel Trader:
    I am pretty interested in the ATS spreadsheet. IB provides API for VB and Excel. You used VBA in Excel to program this ATS. Does it mean the ATS takes API of VB from IB?
    Thank you.
    yppsilence

  23. Hello Excel Trader,
    I have just acquired the ATS and I have a few questions about how to operate it:
    1. I am interested in doing a backtest for stocks but I don't have tic data, do you have a recommendation where I can download tic data for stocks?
    2. I did not succeed to trade live using the ATS (I have a demo account in IB).I followed the instructions of the ATS on the website and chose live trading on the menu but the ATS did not respond.

    Thanks for your help,
    Dotan

  24. Hi Excel Trader,

    I am running Excel 2007 and 2010 on WINXP and WIN 7 with the Jurik Moving Average (JMA) plugin as well as another excel trader type plugin for MESA . Will Excel Trader work along side these other plugins as well???? Specifically I need to develop backtesting functionaility in my spreadsheets.

    Please advise,

    Thanks,

    Bernie

  25. ExcelTrader says:

    Dotan, I have never purchased tick data for stocks however you will find vendors with a google search. When you say that the ATS did not respond, were you able to retrieve data? If not check that you changed the the expiration date on the settings form to a valid date. Also in TWS global configuration verify that DDE is enabled.

  26. I could not able to retrieve any data. I verified that DDE is enabled on the TWS, but I did not changed the expiration date on the settings form (how should I change it if I want to trade with stocks?)
    appreciate your help,
    Dotan

  27. ExcelTrader says:

    Dotan,
    On the ATS Settings form:

    1. "Symbol" must be set to a valid stock symbol for which you have a data subscription
    2. The entered username must be exactly your IB username (Use edemo for testing or your papertrading account)
    3. "Exchange" must be set to "SMART"
    4. "Type" must be set to "STK"

    If you find that yo still cannot get data, it's likely that the problem is related to your system:

    1. Verify that you have installed the API
    2. Login to TWS
    3. For testing, Open twsdde.xls which is a sample excel dde file provided by IB after installing the api. The default location is "C:\Jts\Excel".
    4. Select the workbook "Tickers", Enter your username that matches your current TWS login, in D5
    5. Select MSFT which is cell A12
    6. Press "Request Market"

    If you do not receive data:

    Completely uninstall and then reinstall

    1. Trader Workstation
    2. The API (TWS Interoperability Components)
    3. Java and all java updates

     

  28. Rodrigo says:

    I wonder if there is any possibility to plot the graph of price indicators, as well as moving average and volume, such as RSI, CCI, ADX, etc..

  29. Frank HT says:

    I would like to know whether I can set this spreadsheet to work with TOS (thinkorswim )?

    thanks.

  30. ExcelTrader says:

    Frank HT, Live trading is IB only. (The bulk backtesting feature is not broker dependent.)

  31. bh_prop says:

    Does this excel program include the automated channel lines shown in the following youtube video? thanks

    http://www.youtube.com/watch?v=A37ceH_eNA0

  32. Can i use this software without ib login?
    Data feed from trading platform

  33. ExcelTrader says:

    John, Backtesting mode does not require IB at all. Live trading is IB only.

  34. Dear ExcelTrader admin.,

    Does this automated trading excel system works in Hong Kong stock market? does it have real-time data and backtest?

  35. Can this be used for global markets? India if possible?

  36. Can this auto trade stock options as well using the underlying indicators such as RSi as trigger for entry and exit trades?

  37. 1. Does ATS automate username / password entry for IB TWS, or do I have still to enter them manually?
    2. Does ATS defeat the "Accept Incoming Connection?" and other dialog windows generated by TWS?
    The point is, can ATS run unattended, or would I have to "babysit" it?

  38. ExcelTrader says:

    Antrell, You should not see the "Accept Incoming Connection" popup. I know what you mean but it does not happen if you have DDE enabled in configuration. However, ATS.xls does not currently include an auto login for TWS so logging in manually is still necessary.

  39. santosh says:

    does this work for indian markets

  40. I'm relatively new to Excel API for IB. Does your trading program offer a way to count the number of open positions? E.g., to limit the total number of positions taken when trading a basket of stocks?

  41. Will it be possible to trade in nifty futures in NIFTY50 trading in NSE through Interactive Brokers using exceltrader ?

  42. Hello.

    Is this only for Interactive Brokers? or can I also edit and add other brokers' API information?

  43. Jagtar Sandhu says:

    Hi,

    Is it possible to optimize using this software??? Also do I need any kind of interactive broker subscription to use it??

    thank you.

  44. Jagtar Sandhu says:

    oh and does it trade forex or just stocks.

  45. Hi,
    Can I use your program for pairs trading (trading two instruments simultaneoulsy?
    Thank you,

  46. Hello ,
    Could you make a daytrading spreadsheet for Nse India ?

  47. sanjiv, india says:

    hi
    do you have some product for Indian market? Mumbai NSE nifty based?
    tks

  48. Does it support trading for Indian Market ( Nifty / Bank Nifty Futures )

  49. Hello, this is an investor from Hong Kong. I am doing investments manually for over 10 years. Recently I am investing a simple technical analysis tools on my own feet. I looking trade platform like yours. I am wondering whether your excel is compatible at updating everyday's tick data automatically and calculate based on my own established spreadsheet to generate a after day signal.

    My own established spreadsheet analyses the daily historical stock prices and the spreadsheet run certain calculation to come up with a daily output figure. Now I have to download historical data by myself, past the data to fit the excel and draw excel chart based on my generated output figure.

    I am actually looking for certain automated platform which can run my calculation automatically. While auto trade is actually another bigger milestone for my next step, I have to take care of the automation of data feed first.

    I am looking forward to your reply. Thanks a lot.

    Cheers,
    Wong

  50. ToverHolland says:

    Hi,

    Is your application still existing ad can it still be ordered as the last reaction is from late 2014!

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