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	<title>ExcelTrader &#187; Automated trading Systems</title>
	<atom:link href="http://exceltrader.net/tag/automated-trading-systems/feed/" rel="self" type="application/rss+xml" />
	<link>http://exceltrader.net</link>
	<description>Excel Based Stock and Futures Trading tools.</description>
	<lastBuildDate>Wed, 11 Aug 2010 15:37:19 +0000</lastBuildDate>
	<language>en</language>
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		<item>
		<title>Stock Dividend Data Downloader.</title>
		<link>http://exceltrader.net/714/stock-dividend-data-downloader/</link>
		<comments>http://exceltrader.net/714/stock-dividend-data-downloader/#comments</comments>
		<pubDate>Sun, 21 Feb 2010 17:48:21 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[Excel Trading Tools]]></category>
		<category><![CDATA[Dividend Dates]]></category>
		<category><![CDATA[Dividend Yield]]></category>
		<category><![CDATA[stocks]]></category>
		<category><![CDATA[vba]]></category>
		<category><![CDATA[xls]]></category>

		<guid isPermaLink="false">http://exceltrader.net/?p=714</guid>
		<description><![CDATA[<p>The following (free) file downloads dividend data.</p>

Ex Dividend Date
Dividend pay date.
Dividend Yield.

<p>The instructions are:</p>

Enter your symbols in Column A
Press the &#8220;Get Dividend Data&#8221; button.

<p>Below is an image of the file.</p>
<p>
<p align="left"></p>
]]></description>
			<content:encoded><![CDATA[<p>The<a href="/wp-content/uploads/DivDates.xls"> following (free) file</a> downloads dividend data.</p>
<ol>
<li>Ex Dividend Date</li>
<li>Dividend pay date.</li>
<li>Dividend Yield.</li>
</ol>
<p>The instructions are:</p>
<ol>
<li>Enter your symbols in Column A</li>
<li>Press the &#8220;Get Dividend Data&#8221; button.</li>
</ol>
<p>Below is an image of the file.</p>
<p><a href="http://exceltrader.net/wp-content/uploads/Dividend.jpg"><img class="alignnone size-full wp-image-718" title="Dividend" src="http://exceltrader.net/wp-content/uploads/Dividend.jpg" alt="" width="741" height="336" /></a>
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		<item>
		<title>Data Converter to Convert OHLC Data to a larger timeframe.</title>
		<link>http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/</link>
		<comments>http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/#comments</comments>
		<pubDate>Sun, 30 Aug 2009 22:39:56 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[Backtesting]]></category>
		<category><![CDATA[Equities]]></category>
		<category><![CDATA[Excel as a Trading Platform]]></category>
		<category><![CDATA[S&P futures]]></category>
		<category><![CDATA[Data Conversion]]></category>
		<category><![CDATA[Excel]]></category>
		<category><![CDATA[Forex]]></category>
		<category><![CDATA[futures]]></category>
		<category><![CDATA[live data]]></category>
		<category><![CDATA[OHLC]]></category>
		<category><![CDATA[stocks]]></category>
		<category><![CDATA[timeframe]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[vba]]></category>
		<category><![CDATA[xls]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=410</guid>
		<description><![CDATA[<p>If you have ever wanted to take your existing Open High Low Close historical trading data and convert it into larger time frame, the following Excel VBA based data converter I wrote may do the trick.</p>
<p>
DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You <p>Continue reading <a href="http://exceltrader.net/414/data-converter-to-convert-ohlc-data-to-a-larger-timeframe/">Data Converter to Convert OHLC Data to a larger timeframe.</a></p>]]></description>
			<content:encoded><![CDATA[<p>If you have ever wanted to take your existing Open High Low Close historical trading data and convert it into larger time frame, the following Excel VBA based data converter I wrote may do the trick.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/DataConverter.GIF"><img class="alignnone size-full wp-image-411" title="DataConverter" src="http://www.exceltrader.net/wp-content/uploads/DataConverter.GIF" alt="DataConverter" width="592" height="349" /></a><br />
DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You also can list the file name, sheet, and columns where your data is located.  The data will almost instantly be transformed into the higher time frame you have requested.<br />
Instructions:</p>
<ol>
<li>Download      <a href="/wp-content/uploads/DataConverter.xls">DataConverter.xls</a></li>
<li>Open      DataConverter.xls. (Quickstart!: Skip the directions below. Just Open file and press &#8220;Convert&#8221; to see how it works with default settings.</li>
<li>If      you have OHLC Data in a workbook, open that file (you can also just use      the default sample data that is contained on the sample data sheet in      DataConverter.xls)</li>
<li>Enter      the Column letter for each type of data (Time/date, Open, High, Low,      Close, Volume)</li>
<li>Enter the Name of the WorkBook and worksheet that contain the data. For example, to convert 1 Minute bars to 4 minute bars, simply enter 4. To convert 3 minute bars to 15 minute bars enter 5 (5*3=15) etc etc.</li>
<li>Finally press the &#8220;Convert&#8221; Button.  The converted data will appear in a new workbook. Save as desired.</li>
</ol>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Data+Converter+to+Convert+OHLC+Data+to+a+larger+timeframe.+http://tinyurl.com/2e8gn58" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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		<item>
		<title>Constant Volume Charts added</title>
		<link>http://exceltrader.net/403/constant-volume-charts-added/</link>
		<comments>http://exceltrader.net/403/constant-volume-charts-added/#comments</comments>
		<pubDate>Fri, 12 Jun 2009 02:39:27 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Excel as a Trading Platform]]></category>
		<category><![CDATA[Excel/VBA Automated Trading Platform]]></category>
		<category><![CDATA[S&P futures]]></category>
		<category><![CDATA[Updates/Change log]]></category>
		<category><![CDATA[api]]></category>
		<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[backtest]]></category>
		<category><![CDATA[chart]]></category>
		<category><![CDATA[Charts]]></category>
		<category><![CDATA[Constant Volume bars]]></category>
		<category><![CDATA[constant volume chart]]></category>
		<category><![CDATA[ib]]></category>
		<category><![CDATA[interactive brokers]]></category>
		<category><![CDATA[live data]]></category>
		<category><![CDATA[OHLC]]></category>
		<category><![CDATA[S&P 500]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[twsDde.xls]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=403</guid>
		<description><![CDATA[<p>I have added the option of constant volume  bar charts (as alternative to time based) for the Excel/VBA based automated trading platform</p>
<p>The constant volume bar option, updates a new bar after a certain amount of volume has completed. This amount should be entered into D3 of the &#8220;Live&#8221; sheet. Checks are in place to prompt <p>Continue reading <a href="http://exceltrader.net/403/constant-volume-charts-added/">Constant Volume Charts added</a></p>]]></description>
			<content:encoded><![CDATA[<p>I have added the option of constant volume  bar charts (as alternative to time based) for the <a href="http://exceltrader.net/atsxls-ib-automated-trading-charting-and-backtesting/">Excel/VBA based automated trading platform</a></p>
<p>The constant volume bar option, updates a new bar after a certain amount of volume has completed. This amount should be entered into D3 of the &#8220;Live&#8221; sheet. Checks are in place to prompt if the values are not entered and the constant volume is set to override the default time based bars.</p>
<p>Below is an example of Constant volume bar charting. You will notice that each bar contains roughly the same amount of volume.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/CV.GIF"><img class="alignnone size-full wp-image-404" title="CV" src="http://www.exceltrader.net/wp-content/uploads/CV.GIF" alt="CV" width="293" height="598" /></a>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Constant+Volume+Charts+added+http://tinyurl.com/2eye94x" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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		<item>
		<title>How to add an indicator to Simulator.xls Chart (or any Excel Stock Chart).</title>
		<link>http://exceltrader.net/158/add-indicator-excel/</link>
		<comments>http://exceltrader.net/158/add-indicator-excel/#comments</comments>
		<pubDate>Fri, 10 Apr 2009 23:37:02 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Charts]]></category>
		<category><![CDATA[automated]]></category>
		<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[data series]]></category>
		<category><![CDATA[Excel How to: Indicators]]></category>
		<category><![CDATA[stock]]></category>
		<category><![CDATA[system]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[vba]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=158</guid>
		<description><![CDATA[<p>If you have ever tried to add a simple moving average (or any data series) to a stock chart you may have noticed that after adding the series, the chart got all messed up!</p>
<p>Here is a short tutorial and an example file showing how to add a simple moving average to a stock chart. I <p>Continue reading <a href="http://exceltrader.net/158/add-indicator-excel/">How to add an indicator to Simulator.xls Chart (or any Excel Stock Chart).</a></p>]]></description>
			<content:encoded><![CDATA[<p>If you have ever tried to add a simple moving average (or any data series) to a stock chart you may have noticed that after adding the series, the chart got all messed up!</p>
<p>Here is a short tutorial and an example file showing how to add a simple moving average to a stock chart. I am going to use the Simulator.xls as and example. It should be noted that all the unused columns on the BarData sheet (currently K-IV) of the simulator can be used to add indicators of your choice.</p>
<p>Trick number one. the =NA() trick</p>
<p>To plot a simple moving average (SMA), the formula is =AVERAGE(E132:E150)</p>
<p>So that would go in R150 on BarData Sheet.</p>
<p>There is a problem though. Excel will try to plot something when there is not enough data to average or even when there is an error. Here is an example of a chart we are trying to avoid.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind11.jpg"><img class="aligncenter size-full wp-image-160" title="ind11" src="http://www.exceltrader.net/wp-content/uploads/ind11.jpg" alt="ind11" width="282" height="744" /></a></p>
<p>The keep the chart clean, I want to generate the error NA# whenever I do not want anything plotted.</p>
<p>so to keep things looking right, change the formula in R150 to =IF(ISBLANK(E132),NA(),AVERAGE(E132:E150))</p>
<p>which means:</p>
<p>&#8220;If there is not enough data for this simple moving average, then give me NA# (so excel does not plot anything) otherwise just calculate the average.&#8221;</p>
<p>Next just drag and copy this formula from R150 up to R19 (the first cell where it is possible to have enought data to calculate the average!)</p>
<p>Now all that is left is to add this moving average to the chart. It&#8217;s surprisingly tricky though.</p>
<p>1. Right click on the chart and select &#8220;source data&#8221;</p>
<p>the following screen comes up. Click on &#8220;add&#8221; and fill it in as follows. (make sure there are some numbers in column R)</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind2.jpg"><img class="aligncenter size-full wp-image-161" title="ind2" src="http://www.exceltrader.net/wp-content/uploads/ind2.jpg" alt="ind2" width="413" height="463" /></a></p>
<p>2. Select OK and take a look at the chart. Things should look funny on the chart now. Don&#8217;t worry about it, just find the data series &#8220;indicator&#8221;. It should be somewhere on the chart. In my case it plotted this price moving average on the secondary axis which is volume!</p>
<p>Hover your mouse around the volume series looking for &#8220;indicator&#8221;. Right click on the &#8220;indicator&#8221; series and <span style="font-weight: bold;">change it to primary</span> <span style="font-weight: bold;">axis</span> from secondary axis (which will be hidden somewhere down in the volume bars if it&#8217;s on the secondary axis. It can be hard to find/click on, if it is you may want to zoom in)</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind31.jpg"><img class="aligncenter size-full wp-image-163" title="ind31" src="http://www.exceltrader.net/wp-content/uploads/ind31.jpg" alt="ind31" width="461" height="406" /></a></p>
<p>Now &#8220;indicator&#8221; should be plotted up there with price, but now the price chart will be all messed up!!!!!! (see how the first bar is missing parts!)</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind4.jpg"><img class="aligncenter size-full wp-image-164" title="ind4" src="http://www.exceltrader.net/wp-content/uploads/ind4.jpg" alt="ind4" width="198" height="222" /></a></p>
<p>Next you once again need to hover your mouse around the price series looking for &#8220;indicator&#8221; when indicator is visible, right click on it and select &#8220;chart type&#8221;.</p>
<p>The following screen comes up and just select XY (Scatter) as shown and press OK.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind5.jpg"><img class="aligncenter size-full wp-image-165" title="ind5" src="http://www.exceltrader.net/wp-content/uploads/ind5.jpg" alt="ind5" width="535" height="412" /></a></p>
<p>Now the chart will look normal again.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind6.jpg"><img class="aligncenter size-full wp-image-166" title="ind6" src="http://www.exceltrader.net/wp-content/uploads/ind6.jpg" alt="ind6" width="193" height="173" /></a></p>
<p>The last step is to properly format this scatter chart to look like a line. For the last time find the &#8220;indicator&#8221; series on the chart and right click on it. This time select &#8220;format data series&#8221; and set it as follows.<a href="http://www.exceltrader.net/wp-content/uploads/ind7.jpg"><img class="aligncenter size-full wp-image-167" title="ind7" src="http://www.exceltrader.net/wp-content/uploads/ind7.jpg" alt="ind7" width="605" height="414" /></a></p>
<p>Select &#8220;OK&#8221; and the resulting indicator should like like this.</p>
<p><a href="http://www.exceltrader.net/wp-content/uploads/ind8.jpg"><img class="aligncenter size-full wp-image-168" title="ind8" src="http://www.exceltrader.net/wp-content/uploads/ind8.jpg" alt="ind8" width="378" height="911" /></a></p>
<p>One final tip.</p>
<p>Use google! If you are wanting to add a <a href="http://exceltrader.net/506/stochastics-indicator-vba-and-formula-versions/">stochastic</a> indicator for example, but don&#8217;t know how to calculate it. Try the following search:</p>
<p>stochastic filetype:xls</p>
<p>This will return tons of Excel files described with the word stochastic. There is a good chance that you will find a nice example there. If you have no luck, next you should search investopedia.com, which often explains the calculations.
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+How+to+add+an+indicator+to+Simulator.xls+Chart+%28or+any+Excel+Stock+Chart%29.+http://tinyurl.com/39nux9z" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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		<item>
		<title>Excel Based Automated Channels</title>
		<link>http://exceltrader.net/27/excel-based-automated-channels/</link>
		<comments>http://exceltrader.net/27/excel-based-automated-channels/#comments</comments>
		<pubDate>Sun, 05 Apr 2009 16:39:45 +0000</pubDate>
		<dc:creator>ExcelTrader</dc:creator>
				<category><![CDATA[Video Posts]]></category>
		<category><![CDATA[api]]></category>
		<category><![CDATA[Automated trading Systems]]></category>
		<category><![CDATA[channels]]></category>
		<category><![CDATA[es]]></category>
		<category><![CDATA[Excel]]></category>
		<category><![CDATA[futures]]></category>
		<category><![CDATA[ib]]></category>
		<category><![CDATA[stocks]]></category>
		<category><![CDATA[trading]]></category>
		<category><![CDATA[xls]]></category>

		<guid isPermaLink="false">http://www.exceltrader.net/?p=27</guid>
		<description><![CDATA[Excel Based Automated <p>Continue reading <a href="http://exceltrader.net/27/excel-based-automated-channels/">Excel Based Automated Channels</a></p>]]></description>
			<content:encoded><![CDATA[<p>This is a channel based ES trading system that I programmed in Excel. The channels are drawn using VBA and array forumulas. This is an example of a somewhat complicated system created in excel.</p>
<p><object width="425" height="344" data="http://www.youtube.com/v/n52bh-rbH1E&amp;hl=en&amp;fs=1" type="application/x-shockwave-flash"><param name="allowFullScreen" value="true" /><param name="allowscriptaccess" value="always" /><param name="src" value="http://www.youtube.com/v/n52bh-rbH1E&amp;hl=en&amp;fs=1" /><param name="allowfullscreen" value="true" /></object>
<p align="left"><a class="tt" href="http://twitter.com/home/?status=@Exceltrader+Excel+Based+Automated+Channels+http://tinyurl.com/23424qj" title="Post to Twitter"><img class="nothumb" src="http://exceltrader.net/wp-content/plugins/tweet-this/icons/tt-twitter-micro4.png" alt="Post to Twitter" /></a></p>
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