Technical Indicator Library Excel Formula

Instruction (Manual) Document
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Title of the submitted instruction or manual Technical Indicator Library Excel Formula
Language of Instruction English
Key words (at least 3) Forex, Stock, Investment, Trading,
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technical analysis, economic analysis,
Quantitative Trading
Date of Completion 21 October 2016
Version of this Document 1.0
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Technical Indicator Library Excel formula
Below we list Excel formula to call technical indicator library from your Excel. All these technical
indicator functions are located inside TechnicalAnlaysis.xll file. TechnicalAnalysis.xll files are free to
use and free to share without any limitation. We have put some friendly Copy Right Notice on the
bottom of this document to protect the developers and contributor. In general, this
TechnicalAnalysis.xll file and Technical Indicator library inside the file can be used by anyone and it is
free of charge. To use these functions from your Excel, you should load the TechnicalAnlaysis.xll add-
in to your Excel first. For the paid users for Quant Strategy Inventor, the installation can be done
automatically when you first load our Quant Strategy Inventor. For free users of this
TechnicalAnlaysis.xll, please follow the simple installation steps below.
1. Install TechnicalAnalysis.xll file

To install TechnicalAnlaysis.xll file, go to Options in your Excel. Then select Add-ins.
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When the Add-Ins manager pop up, click on Browse button and select the TechnicalAnalysis.xll file
from your hard drive.
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Once TechnicalAnalysis.xll files are loaded in your Excel. You can call any of User Defined Function
below to build various trading strategies from your Excel. Above installation step can be skipped for
paid users of our Quant Strategy Inventor. Below, we list the all the available Technical and
Mathematical Function you can call with TechnicalAnalysis.xll file.
2. Example Usage of Functions
All the functions are array formula. Therefore, you have to enter these formula using “Ctrl
+Shift+Enter” keys. You should include “=TA_” syntax before Function name.
For example, for following Bollinger Bands function below:
BBANDS - Bollinger Bands
upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2,

matype=0)
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You will enter “=TA_BBANDS(I7:I30, 12, 2, 2, 1)” to range L7:N30 assuming your price data are located
at the range E6:K30.
We can take another example for CCI function as shown below.
CCI - Commodity Channel Index
real = CCI(high, low, close, timeperiod=14)
Here is how to put this CCI function in your worksheet. “=TA_CCI(G7:G30, H7:H30, I7:I30, 13)” to range
L7:L30 assuming your price data are located at the range E6:K30.
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3. Overlap Studies Functions
BBANDS - Bollinger Bands
upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2,

matype=0)
DEMA - Double Exponential Moving Average
real = DEMA(close, timeperiod=30)
EMA - Exponential Moving Average
real = EMA(close, timeperiod=30)
HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
real = HT_TRENDLINE(close)
KAMA - Kaufman Adaptive Moving Average
real = KAMA(close, timeperiod=30)
MA - Moving average
real = MA(close, timeperiod=30, matype=0)
MAMA - MESA Adaptive Moving Average
mama, fama = MAMA(close, fastlimit=0, slowlimit=0)
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MAVP - Moving average with variable period
real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
MIDPOINT - MidPoint over period
real = MIDPOINT(close, timeperiod=14)
MIDPRICE - Midpoint Price over period
real = MIDPRICE(high, low, timeperiod=14)
SAR - Parabolic SAR
real = SAR(high, low, acceleration=0, maximum=0)
SAREXT - Parabolic SAR - Extended
real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0,

accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0,
accelerationmaxshort=0)
SMA - Simple Moving Average
real = SMA(close, timeperiod=30)
T3 - Triple Exponential Moving Average (T3)
real = T3(close, timeperiod=5, vfactor=0)
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TEMA - Triple Exponential Moving Average
real = TEMA(close, timeperiod=30)
TRIMA - Triangular Moving Average
real = TRIMA(close, timeperiod=30)
WMA - Weighted Moving Average
real = WMA(close, timeperiod=30)
4. Oscillator Indicators
ADX - Average Directional Movement Index
real = ADX(high, low, close, timeperiod=14)
ADXR - Average Directional Movement Index Rating
real = ADXR(high, low, close, timeperiod=14)
APO - Absolute Price Oscillator
real = APO(close, fastperiod=12, slowperiod=26, matype=0)
AROON - Aroon
aroondown, aroonup = AROON(high, low, timeperiod=14)
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AROONOSC - Aroon Oscillator
real = AROONOSC(high, low, timeperiod=14)
BOP - Balance Of Power
real = BOP(open, high, low, close)
CCI - Commodity Channel Index
real = CCI(high, low, close, timeperiod=14)
CMO - Chande Momentum Oscillator
real = CMO(close, timeperiod=14)
DX - Directional Movement Index
real = DX(high, low, close, timeperiod=14)
MACD - Moving Average Convergence/Divergence
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
MACDEXT - MACD with controllable MA type
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26,

slowmatype=0, signalperiod=9, signalmatype=0)
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MACDFIX - Moving Average Convergence/Divergence Fix 12/26
macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI - Money Flow Index
real = MFI(high, low, close, volume, timeperiod=14)
MINUS_DI - Minus Directional Indicator
real = MINUS_DI(high, low, close, timeperiod=14)
MINUS_DM - Minus Directional Movement
real = MINUS_DM(high, low, timeperiod=14)
MOM - Momentum
real = MOM(close, timeperiod=10)
PLUS_DI - Plus Directional Indicator
real = PLUS_DI(high, low, close, timeperiod=14)
PLUS_DM - Plus Directional Movement
real = PLUS_DM(high, low, timeperiod=14)
PPO - Percentage Price Oscillator
real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
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ROC - Rate of change : ((price/prevPrice)-1)*100
real = ROC(close, timeperiod=10)
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
real = ROCP(close, timeperiod=10)
ROCR - Rate of change ratio: (price/prevPrice)
real = ROCR(close, timeperiod=10)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
real = ROCR100(close, timeperiod=10)
RSI - Relative Strength Index
real = RSI(close, timeperiod=14)
STOCH - Stochastic
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0,

slowd_period=3, slowd_matype=0)
STOCHF - Stochastic Fast
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
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STOCHRSI - Stochastic Relative Strength Index
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
real = TRIX(close, timeperiod=30)
ULTOSC - Ultimate Oscillator
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
WILLR - Williams' %R
real = WILLR(high, low, close, timeperiod=14)
5. Volume Indicators
AD - Chaikin A/D Line
real = AD(high, low, close, volume)
ADOSC - Chaikin A/D Oscillator
real = ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
OBV - On Balance Volume
real = OBV(close, volume)
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6. Volatility Indicators
ATR - Average True Range
real = ATR(high, low, close, timeperiod=14)
NATR - Normalized Average True Range
real = NATR(high, low, close, timeperiod=14)
TRANGE - True Range
real = TRANGE(high, low, close)
7. Price Transformation
AVGPRICE - Average Price
real = AVGPRICE(open, high, low, close)
MEDPRICE - Median Price
real = MEDPRICE(high, low)
TYPPRICE - Typical Price
real = TYPPRICE(high, low, close)
WCLPRICE - Weighted Close Price
real = WCLPRICE(high, low, close)
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8. Cycle Indicator Functions
HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
real = HT_DCPERIOD(close)
HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
real = HT_DCPHASE(close)
HT_PHASOR - Hilbert Transform - Phasor Components
inphase, quadrature = HT_PHASOR(close)
HT_SINE - Hilbert Transform - SineWave
sine, leadsine = HT_SINE(close)
HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
integer = HT_TRENDMODE(close)
9. Pattern Recognition Functions
CDL2CROWS - Two Crows
integer = CDL2CROWS(open, high, low, close)
CDL3BLACKCROWS - Three Black Crows
integer = CDL3BLACKCROWS(open, high, low, close)
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CDL3INSIDE - Three Inside Up/Down
integer = CDL3INSIDE(open, high, low, close)
CDL3LINESTRIKE - Three-Line Strike
integer = CDL3LINESTRIKE(open, high, low, close)
CDL3OUTSIDE - Three Outside Up/Down
integer = CDL3OUTSIDE(open, high, low, close)
CDL3STARSINSOUTH - Three Stars In The South
integer = CDL3STARSINSOUTH(open, high, low, close)
CDL3WHITESOLDIERS - Three Advancing White Soldiers
integer = CDL3WHITESOLDIERS(open, high, low, close)
CDLABANDONEDBABY - Abandoned Baby
integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)
CDLADVANCEBLOCK - Advance Block
integer = CDLADVANCEBLOCK(open, high, low, close)
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CDLBELTHOLD - Belt-hold
integer = CDLBELTHOLD(open, high, low, close)
CDLBREAKAWAY - Breakaway
integer = CDLBREAKAWAY(open, high, low, close)
CDLCLOSINGMARUBOZU - Closing Marubozu
integer = CDLCLOSINGMARUBOZU(open, high, low, close)
CDLCONCEALBABYSWALL - Concealing Baby Swallow
integer = CDLCONCEALBABYSWALL(open, high, low, close)
CDLCOUNTERATTACK - Counterattack
integer = CDLCOUNTERATTACK(open, high, low, close)
CDLDARKCLOUDCOVER - Dark Cloud Cover
integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
CDLDOJI - Doji
integer = CDLDOJI(open, high, low, close)
CDLDOJISTAR - Doji Star
integer = CDLDOJISTAR(open, high, low, close)
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CDLDRAGONFLYDOJI - Dragonfly Doji
integer = CDLDRAGONFLYDOJI(open, high, low, close)
CDLENGULFING - Engulfing Pattern
integer = CDLENGULFING(open, high, low, close)
CDLEVENINGDOJISTAR - Evening Doji Star
integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
CDLEVENINGSTAR - Evening Star
integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)
CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
integer = CDLGAPSIDESIDEWHITE(open, high, low, close)
CDLGRAVESTONEDOJI - Gravestone Doji
integer = CDLGRAVESTONEDOJI(open, high, low, close)
CDLHAMMER - Hammer
integer = CDLHAMMER(open, high, low, close)
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CDLHANGINGMAN - Hanging Man
integer = CDLHANGINGMAN(open, high, low, close)
CDLHARAMI - Harami Pattern
integer = CDLHARAMI(open, high, low, close)
CDLHARAMICROSS - Harami Cross Pattern
integer = CDLHARAMICROSS(open, high, low, close)
CDLHIGHWAVE - High-Wave Candle
integer = CDLHIGHWAVE(open, high, low, close)
CDLHIKKAKE - Hikkake Pattern
integer = CDLHIKKAKE(open, high, low, close)
CDLHIKKAKEMOD - Modified Hikkake Pattern
integer = CDLHIKKAKEMOD(open, high, low, close)
CDLHOMINGPIGEON - Homing Pigeon
integer = CDLHOMINGPIGEON(open, high, low, close)
CDLIDENTICAL3CROWS - Identical Three Crows
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integer = CDLIDENTICAL3CROWS(open, high, low, close)
CDLINNECK - In-Neck Pattern
integer = CDLINNECK(open, high, low, close)
CDLINVERTEDHAMMER - Inverted Hammer
integer = CDLINVERTEDHAMMER(open, high, low, close)
CDLKICKING - Kicking
integer = CDLKICKING(open, high, low, close)
CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
integer = CDLKICKINGBYLENGTH(open, high, low, close)
CDLLADDERBOTTOM - Ladder Bottom
integer = CDLLADDERBOTTOM(open, high, low, close)
CDLLONGLEGGEDDOJI - Long Legged Doji
integer = CDLLONGLEGGEDDOJI(open, high, low, close)
CDLLONGLINE - Long Line Candle
integer = CDLLONGLINE(open, high, low, close)
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CDLMARUBOZU - Marubozu
integer = CDLMARUBOZU(open, high, low, close)
CDLMATCHINGLOW - Matching Low
integer = CDLMATCHINGLOW(open, high, low, close)
CDLMATHOLD - Mat Hold
integer = CDLMATHOLD(open, high, low, close, penetration=0)
CDLMORNINGDOJISTAR - Morning Doji Star
integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
CDLMORNINGSTAR - Morning Star
integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)
CDLONNECK - On-Neck Pattern
integer = CDLONNECK(open, high, low, close)
CDLPIERCING - Piercing Pattern
integer = CDLPIERCING(open, high, low, close)
CDLRICKSHAWMAN - Rickshaw Man
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integer = CDLRICKSHAWMAN(open, high, low, close)
CDLRISEFALL3METHODS - Rising/Falling Three Methods
integer = CDLRISEFALL3METHODS(open, high, low, close)
CDLSEPARATINGLINES - Separating Lines
integer = CDLSEPARATINGLINES(open, high, low, close)
CDLSHOOTINGSTAR - Shooting Star
integer = CDLSHOOTINGSTAR(open, high, low, close)
CDLSHORTLINE - Short Line Candle
integer = CDLSHORTLINE(open, high, low, close)
CDLSPINNINGTOP - Spinning Top
integer = CDLSPINNINGTOP(open, high, low, close)
CDLSTALLEDPATTERN - Stalled Pattern
integer = CDLSTALLEDPATTERN(open, high, low, close)
CDLSTICKSANDWICH - Stick Sandwich
integer = CDLSTICKSANDWICH(open, high, low, close)
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CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
integer = CDLTAKURI(open, high, low, close)
CDLTASUKIGAP - Tasuki Gap
integer = CDLTASUKIGAP(open, high, low, close)
CDLTHRUSTING - Thrusting Pattern
integer = CDLTHRUSTING(open, high, low, close)
CDLTRISTAR - Tristar Pattern
integer = CDLTRISTAR(open, high, low, close)
CDLUNIQUE3RIVER - Unique 3 River
integer = CDLUNIQUE3RIVER(open, high, low, close)
CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
integer = CDLUPSIDEGAP2CROWS(open, high, low, close)
CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods
integer = CDLXSIDEGAP3METHODS(open, high, low, close)
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10. Statistics Functions
BETA - Beta
real = BETA(high, low, timeperiod=5)
CORREL - Pearson's Correlation Coefficient (r)
real = CORREL(high, low, timeperiod=30)
LINEARREG - Linear Regression
real = LINEARREG(close, timeperiod=14)
LINEARREG_ANGLE - Linear Regression Angle
real = LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_INTERCEPT - Linear Regression Intercept
real = LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_SLOPE - Linear Regression Slope
real = LINEARREG_SLOPE(close, timeperiod=14)
STDDEV - Standard Deviation
real = STDDEV(close, timeperiod=5, nbdev=1)
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TSF - Time Series Forecast
real = TSF(close, timeperiod=14)
VAR - Variance
real = VAR(close, timeperiod=5, nbdev=1)
11. Math Transform Functions
ACOS - Vector Trigonometric ACos
real = ACOS(close)
ASIN - Vector Trigonometric ASin
real = ASIN(close)
ATAN - Vector Trigonometric ATan
real = ATAN(close)
CEIL - Vector Ceil
real = CEIL(close)
COS - Vector Trigonometric Cos
real = COS(close)
COSH - Vector Trigonometric Cosh
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real = COSH(close)
EXP - Vector Arithmetic Exp
real = EXP(close)
FLOOR - Vector Floor
real = FLOOR(close)
LN - Vector Log Natural
real = LN(close)
LOG10 - Vector Log10
real = LOG10(close)
SIN - Vector Trigonometric Sin
real = SIN(close)
SINH - Vector Trigonometric Sinh
real = SINH(close)
SQRT - Vector Square Root
real = SQRT(close)
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TAN - Vector Trigonometric Tan
real = TAN(close)
TANH - Vector Trigonometric Tanh
real = TANH(close)
12. Math Operator Functions
ADD - Vector Arithmetic Add
real = ADD(high, low)
DIV - Vector Arithmetic Div
real = DIV(high, low)
MAX - Highest value over a specified period
real = MAX(close, timeperiod=30)
MAXINDEX - Index of highest value over a specified period
integer = MAXINDEX(close, timeperiod=30)
MIN - Lowest value over a specified period
real = MIN(close, timeperiod=30)
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MININDEX - Index of lowest value over a specified period
integer = MININDEX(close, timeperiod=30)
MINMAX - Lowest and highest values over a specified period
min, max = MINMAX(close, timeperiod=30)
MINMAXINDEX - Indexes of lowest and highest values over a specified period
minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
MULT - Vector Arithmetic Mult
real = MULT(high, low)
SUB - Vector Arithmetic Substraction
real = SUB(high, low)
SUM - Summation
real = SUM(close, timeperiod=30)
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TechnicalAnlaysis.xll file is free to use for everyone and redistributable without any limitation. To protect the
developers and contributors, the following copyright notice should be included when this file is redistributed or
when the file is used.
THIS SOFTWARE IS PROVIDED “AS IS” AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT
SHALL THE DEVELOPERS AND CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER
IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
30

Technical Indicator Library Excel Formula

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Technical Indicator Library Excel Formula

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Instruction (Manual) Document

This part should be filled by author before your submission.

1. Information about Author

Your Surname ATI

2. Information for the submitted materials

Name of Trading Platform Quant Strategy Inventor

1. Install TechnicalAnalysis.xll file

2. Example Usage of Functions

For example, for following Bollinger Bands function below:

BBANDS - Bollinger Bands

upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2,

We can take another example for CCI function as shown below.

CCI - Commodity Channel Index

real = CCI(high, low, close, timeperiod=14)

BBANDS - Bollinger Bands

upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2,

DEMA - Double Exponential Moving Average

real = DEMA(close, timeperiod=30)

EMA - Exponential Moving Average

real = EMA(close, timeperiod=30)

HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline

KAMA - Kaufman Adaptive Moving Average

real = KAMA(close, timeperiod=30)

real = MA(close, timeperiod=30, matype=0)

MAMA - MESA Adaptive Moving Average

mama, fama = MAMA(close, fastlimit=0, slowlimit=0)

real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)

MIDPOINT - MidPoint over period

real = MIDPOINT(close, timeperiod=14)

MIDPRICE - Midpoint Price over period

real = MIDPRICE(high, low, timeperiod=14)

SAR - Parabolic SAR

real = SAR(high, low, acceleration=0, maximum=0)

SAREXT - Parabolic SAR - Extended

real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0,

SMA - Simple Moving Average

real = SMA(close, timeperiod=30)

T3 - Triple Exponential Moving Average (T3)

real = T3(close, timeperiod=5, vfactor=0)

real = TEMA(close, timeperiod=30)

TRIMA - Triangular Moving Average

real = TRIMA(close, timeperiod=30)

WMA - Weighted Moving Average

real = WMA(close, timeperiod=30)

ADX - Average Directional Movement Index

real = ADX(high, low, close, timeperiod=14)

ADXR - Average Directional Movement Index Rating

real = ADXR(high, low, close, timeperiod=14)

APO - Absolute Price Oscillator

real = APO(close, fastperiod=12, slowperiod=26, matype=0)

aroondown, aroonup = AROON(high, low, timeperiod=14)

real = AROONOSC(high, low, timeperiod=14)

BOP - Balance Of Power

real = BOP(open, high, low, close)

CCI - Commodity Channel Index

real = CCI(high, low, close, timeperiod=14)

CMO - Chande Momentum Oscillator

real = CMO(close, timeperiod=14)

DX - Directional Movement Index

real = DX(high, low, close, timeperiod=14)

MACD - Moving Average Convergence/Divergence

macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)

MACDEXT - MACD with controllable MA type

macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26,