Thread: Working with Excel (tools, indicators, conversion ...)

In Excel, select "Service" and then "Add-In", browse and select "ta-lib.xll".
All the TA functions will become visible in the "Function Wizard" (press Shift-F3). In the file example.xls you will see the examples of the indicators with comments.

Indicators in Excel available:

AD - Chaikin A/D Line
ADOSC - Chaikin A/D Oscillator
ADX - Average Directional Movement Index
ADXR - Average Directional Movement Index Rating
APO - Absolute Price Oscillator
AROON - Aroon
AROONOSC - Aroon Oscillator
ATR - Average True Range
AVGPRICE - Average Price
BBANDS - Bollinger Bands
CCI - Commodity Channel Index
CORREL - Pearson's Correlation Coefficient (r)
DEMA - Double Exponential Moving Average
DX - Directional Movement Index
EMA - Exponential Moving Average
HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
HT_PHASOR - Hilbert Transform - Phasor Components
HT_SINE - Hilbert Transform - SineWave
HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
KAMA - Kaufman Adaptive Moving Average
LINEARREG - Linear Regression
LINEARREG_ANGLE - Linear Regression Angle
LINEARREG_INTERCEPT - Linear Regression Intercept
LINEARREG_SLOPE - Linear Regression Slope
MA - All Moving Average
MACD - Moving Average Convergence/Divergence
MACDEXT - MACD with controllable MA type
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
MAMA - MESA Adaptive Moving Average
MAX - Highest value over a specified period
MEDPRICE - Median Price
MFI - Money Flow Index
MIDPOINT - MidPoint over period
MIDPRICE - Midpoint Price over period
MIN - Lowest value over a specified period
MINUS_DI - Minus Directional Indicator
MINUS_DM - Minus Directional Movement
MOM - Momentum
OBV - On Balance Volume
PLUS_DI - Plus Directional Indicator
PLUS_DM - Plus Directional Movement
PPO - Percentage Price Oscillator
ROC - Rate of change : ((price/prevPrice)-1)*100
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR - Rate of change ratio: (price/prevPrice)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
RSI - Relative Strength Index
SAR - Parabolic SAR
SAREXT - Parabolic SAR - Extended
SMA - Simple Moving Average
STDDEV - Standard Deviation
STOCH - Stochastic
STOCHF - Stochastic Fast
STOCHRSI - Stochastic Relative Strength Index
T3 - Triple Exponential Moving Average (T3)
TEMA - Triple Exponential Moving Average
TRANGE - True Range
TRIMA - Triangular Moving Average
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
TSF - Time Series Forecast
TYPPRICE - Typical Price
VAR - Variance
WCLPRICE - Weighted Close Price
WILLR - Williams' %R
WMA - Weighted Moving Average

I am not quite clear as to what this is.... LOL

I havn't used excel very often so I am unfamiliar...

Would this be a spreadsheet add in that provides all of those indicators.... to be used on data exported from Metatrader..?

for backtests..?

Does this operate on live data.....?

Thanks


dave


I think I will adopt this guy.........

Originally Posted by Blaiserboy

I am not quite clear as to what this is.... LOL

I havn't used excel very often so I am unfamiliar...

Would this be a spreadsheet add in that provides all of those indicators.... to be used on data exported from Metatrader..?

for backtests..?

Does this operate on live data.....?

Thanks


dave


I think I will adopt this guy.........

Some people are using Excel for technical analysis. They are importing data from some sources to Excel format to analyse. They may explain you better because I am not using it.

newdigital,
It's a very useful program.
Thanks

I did download the prg and made a directory, started excel and added it to the appropriate part of the spreadsheet.....

and then I looked at the sample....... the working part disappeared.....

so I installed it improperly....... and when I attempted to recover it..... no luck...

Could I ask your assistance in getting it installed properly.....

Which directory does it go into..... and then the procedure to get it into excel so that it is available after I close excel and then re open...

Thanks for your assistance


dave

Just unpack it to somewhere in your computer.
Open Excel, select from menu: 'Service', then 'Add-In'.

Then
to insert the file ta-lib.xll to the list which was opened
(because you press 'Add-In')
choose the file's location by pressing 'Browse',
then find this file (ta-lib.xll).
Make sure that 'ta-lib' was added in.

Then you may close everything if you want.

In the file example.xls
you will see the examples of indicators (examples only).
And in the file func_list.txt
you may see the list of the functions available
(to work with this indicators).

So, just open your Excel (with your data) once again,
press Shift-F3,
and you will see the master of function's menu,
select indicator and so on.

I think I have the thing set up.......

and now I need some guidance in getting some Eod data, probably from yahoo...

That would probably be simpler than attempting to import from a charting program

Can you enlighten me as to how to use whatever feature to import from Yahoo....

thank you for your help


dave

I may be wrong but dont think you can import from yahoo direct.

much better to use history center first to create CSV file which you can input to spreadsheet and then setup DDElink with MT4 for the future.

Dear newdigital,

Thanks for you, how i can add more indicators! i need SATL,RSTL & DPO,
Can you help me plz

Originally Posted by jeddah_man

Dear newdigital,

Thanks for you, how i can add more indicators! i need SATL,RSTL & DPO,
Can you help me plz

Sorry I am not using this Excel.
I do not know.