DataShaper is an integrated product for real-time strategy design, backtesting and implementation.
It is available in spreadsheet form that allows production of targeted keys for our
The spreadsheet is truly interactive: when you modify a sample key or
all the formulas including the daily
return and the return chart are automatically updated. The easily accessible formulas give you a
high level of control and understanding on how the strategy is working.
The spreadsheet is delivered
with sample keys to help you create your strategies. To deploy one of your keys,
and make it live on our online platform,
follow this link.
To view a screen shot, you can download a hard-coded, non-interactive version of DataShaper (available as a compressed Excel spreadsheet).
- Works for any stock or index with a large volume
- Provides daily trending signals: up, down or neutral
- Incorporates adjustable trading costs
- Offers an interactive return chart that is instantly updated when you update the spreadsheet
- Provides separate return for the three substrategies, allowing for easy and visual
- Relies on a few intuitive parameters
- Compatible with DataShaping's online platform: offered with one to twelve months
worth of credits
- DataShaper Elite is offered with selected sample keys
Upgrades from the DataShaper Light to the Professional or Elite version can be purchased separately.
Extra credits for your keys can be added later. You are authorized to resell your credits. To obtain the
statistical optimizer (source code and technical support), please contact us.
DataShaper: Technical Details
Technical Support: see contact information.
We provide one active key in the worksheet ActiveKey and
a selection of inactive sample keys associated with various stocks, in worksheet
These keys have been designed with our optimizer.
The active key is a set of 10 parameters found in cells B9:18.
To make a key active, copy and paste its 10 parameters from
worksheet SampleKeys into cells
B6:15 on worksheet ActiveKey.
Then by slightly modifying the parameters you can see the impact
on the return chart.
A key is associated with three substrategies, depending on stock movement:
up, down or stay neutral. You can track the performance of each of these
substrategies in cells B27:D31. You can then modify the 10 parameters to
independently optimize each substrategy according to your criterion.
Four parameters (cells B15:B18) are used to detect
whether the stock is going up, down, or neutral. Then each substrategy is
associated with only 2 parameters: one to determine the buy price, and the other one
for the sell price. Play with these parameters, and check the result.
The historical stock prices are
found in cells A37:F233. You can overwrite them to update the spreadsheet
(e.g. with more recent data, or with another stock). Keep in mind that the key
in question may be stock-specific and might not work with other stocks.
Color Code table
To view all the formulas, unhide the hidden columns
in the spreadsheet. The color in column AK indicates the stock trend: green for up, red for down, and grey for neutral. Column AL is an indicator of daily return: green for gain, red for loss, grey if there was no
How to obtain suggested BUY and SELL prices?
On any day, the actual buy and sell prices may depend on the price at close. In fact,
if a suggested price is not reached during the day - because it is either too low or too high -
then the transaction must be
performed at close of market. If you want to obtain suggested (as opposed to actual)
buy and sell prices for the next business day,
set "high" to 99999, "low" to 0, "open" and "close" to N/A in the
corresponding row in the DataShaper.
The notation B6, B7 etc. refers to cells in the spreadsheet. First, the daily
trend (up, down or neutral)
is determined, using four parameters: B12, B13, B14, B15. Then, based
on the trend, target buy and sell prices for tomorrow are computed, using only two parameters.
- Determine stock trend
If (today high > (1+B12) * yesterday open) and
(today high > (1+B13) * today open) then
trend = up
Else If (today high < (1-B14) * yesterday open) and
(today high < (1-B15) * today open) then
trend = down
trend = neutral
- Compute target buy and sell prices for tomorrow
If trend = up Then
buy = today close * (1-B6)
sell = today close * (1+B9)
If trend = down Then
buy = today close * (1-B7)
sell = today close * (1+B10)
If trend = neutral Then
buy = today close * (1+B8)
sell = today close * (1-B11)