S&P 500 Futures Trading Simulator
Simulator.xls: ES E-Mini Futures trading simulator.
- Simulator mode – Simulates real-time futures trading
- Replay mode – review entire day in a few minutes
- Runs on tick data (available for download in sidebar)
- Configurable time frames.
- P/L is updated constantly and visible under the Chart.
- No passwords to view/edit VBA
- completely free
- In two minutes from now you can be Sim trading ES S&P futures!
Below are instructions for Simulator.xls:
1. Download Data.xls : -data.xls from most recent trading day is updated and available each day from the sidebar menu – Over a year of older data.xls files are located in the archives folders (see sidebar).
2. Download Simulator.xls
3. Save and open both files.
6. Click the Start Button on the “Main” worksheet in Simulator.xls.
Buy button – buys the number of contracts you have listed in the setting page Sell button – sell the number of contracts you have listed in the setting page Reset button – stops the simulation and resets all Buys Sells and Chart Data Stop button – stops the Simulation but does not delete the Trades or Chart Data
P/L is updated constantly and visible under the Chart.
Simulator can also be run in “replay” mode. Instead of the “start button Press the “replay” button to replay all tick data with no delay between each tick. In replay mode it is not possible to enter orders unlike simulator mode. Replay displays an entire days data in few few minutes.
If you open but do not save data.xls and there is a previous data.xls in your temp folder data.xls will be renamed data1.xls and the simulator will not work.
You can set the macro security settings so that Excel does not show the macro dialog. To do this, goto TOOLS/MACRO/SECURITY and set the Security Level to low. This will allow the loading of workbooks which contain macros, without any
In the unlikely event there is an error that causes the workbook to freeze press CTRL+Pause/Break to stop the script.
Like all of my files, simulator.xls works best with windows XP and Office 2003. Windows Vista/office 2007 users may find the Simulator difficult to run due to inherent performance issues with that version of the software. See Benchmark.xls for further information.
What is the Multiplier? (on the setting page)
Futures have their own multiplier and relates the contracts inherent leverage. The multiplier for the S&P500 e-mini is 50. The multiplier for both the Russell 2000 and S&P 400 e-mini’s is 100. Therefore you should not change the multiplier to anything other than 50 when running the simulator to trade the ES. As an example, one tick in the ES in dollar value is (multiplier*tick size) or 50 *.25= $12.50.
What about Slippage?
Slippage can be set on the Settings sheet. The amount you enter will be added to the last price (to approximate a buy price) and subtracted from the Sell price. So if you enter .25 in B7 on the Settings then slippage per round trip is 2*$12.50=25.00 plus commissions. (you can set commission on the setting page).
I downloaded and ran your excel files, but I get an error “Unable to set the Minimum scale property of the axis class.”
Sounds like you are running Excel 97. If so try this Excel 97 compatible version.
What would be involved in plotting a 20 period EMA on a 5-minute candlestick chart in the simulator for ES futures?
This version has a SMA in place.
How can I make other data series appear on the chart?
This version has a new button added on the Settings sheet so that you can easily add a data series to the chart (a code based version of the method described here). After pressing the button you will be prompted to enter the column letter where the data is located.