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backtesting
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Stop Loss Backtesting Formula
Hi, I’m trying to figure out a formula that I’m finding a bit tricky. I’m backtesting a trading strategy and currently focusing on optimising a stop loss percentage. I have 8.5 years worth of data and I want to be able to tweak a Stop Loss percentage number to see what would have given optimum...- ComCool3000
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- backtesting stop loss trading
- Replies: 1
- Forum: Excel Questions
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Help With Backtesting Spreadsheet
Hi Folks, I have a problem to solve. I have a spreadsheet that selects two funds based upon an algorithm that is applied to a basket of funds. At the close of the last trading day of the month, the new fund selections are made (sometimes they change, sometimes they remain the same...- tmdoherty
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- algorithms backtesting strategy
- Replies: 0
- Forum: Excel Questions
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Strategy backtesting: automating signals and calculating returns
Hey guys, I am currently backtesting a volatility strategy in Excel 2007 and have stumbled upon some problems automating things. Seems hard to post a snapshot so I'm just gonna describe my sheet and problem... Column 1: 20 day moving average of volatility Column 2: 50 day moving average of...- oex
- Thread
- backtesting buy signal strategy
- Replies: 2
- Forum: Excel Questions
