SignalSolver Features (Version 1.4a)

Version 1.4a SignalSolver features include:

  • SignalSolver is a sophisticated Excel application written in VBA
  • Worksheets and VBA code are not password protected--user can access all data and code.
  • SignalSolver reveals which trading strategies would have performed well over a given period
  • Works for tens of thousands individual stocks, ETFs and Mutual Funds
  • Stock price data is loaded from the web, along with splits, dividends and spin-off information from multiple sources
  • 62 international exchanges supported
  • Backtest period is adjustable from weeks to over 40 years
  • Simple interface--type in a stock symbol, SignalSolver does the rest
  • Scans through pre-configured strategies or performs intelligent seek through entire algorithm space
  • Over 100,000 strategies configurable
  • Uses Yahoo historical prices
  • Multi query data fetch--prices, splits, spin-offs and dividends
  • Warns of suspicious price data (e.g. prices/volumes of zero, missing dates, price jumps, duplicate dates etc.)
  • User can configure daily, weekly or monthly historic data
  • Performs 1500 backtests per second, typically
  • Graphs how returns changed with time, for algorithms and buy-hold
  • Graphs positions, long, short or out over time
  • Graphs signals over time
  • Simple tabular presentation of overall performance vs. buy-hold, including breakdown of long and short components
  • "Traffic Light" colors against each algorithm indicate bearish or bullish position. Easily compare traffic lights for several algorithms.
  • Trades view shows past and future orders for each algorithm, including order type and price.
  • Prices can be updated in real time from the web (15 minutes delay) or manually.
  • Graphs and compares any 8 algorithms side-by-side
  • Graphs how returns, drawdowns and other performance indicators change with parameters
  • Includes surface plots of performance over buy/sell-point space
  • Can optionally reset the state to long, short or out at every close or open
  • Independent control of buy and sell point percentages, or scan with buy=sell percentage
  • Control the number of days/weeks/months in analysis
  • Control the start and end date of price data analyzed
  • Three investment styles--Long, Short, or Long&Short
  • Adjustable commissions and slippage
  • Longevity graphs indicate past returns and how buy/sell points may have shifted over time
  • Buy AND sell-point graphs. switchable to compare Return, Efficiency, Drawdown, Risk Reward and other parameters
  • Can simulate algorithms which miss buy/sell points as well as hit them (e.g. sell if stock fails to hit 2% above open price on a day)
  • Can change the number of days analyzed, up to 528 trading days, weeks or months
  • Many reference prices; Open, Close, High, Low, SMA, EMA, previous day's open, last buy/sell, or user defined
  • Configurable inclusion/exclusion of hypothetical algorithms
  • Can turn dividend corrections on or off. Accepts stock or mutual fund symbols
  • Can contol whether stock is long or short or out at start
  • Hyperlinks to online help files
  • Can set up symmetrical or asymmetrical strategies
  • User configurable Figure Of Merit combines return, risk and time-in-market
  • Can optimize searches for return, reward-risk, efficiency or figure-of-merit
  • Automatically sorts algorithm results into an ordered list for easy comparison
  • Aggregate sentiments of several algorithms together to find a %Bullish Sentiment
  • Map history of sentiments and simulate trading off the results
  • Find current sentiments for a list of stocks