trading system backtesting in excel -- 2

an existing excel spreadsheet would need to be altered/coded to be able to backtest a stock trading system automatically. The spreadsheet already shows buy and sell signals, quantity, and stop loss levels. What I need is an automated calculation of profit and loss. E.g. if the price on day 1 is 980 and if there was a buy signal on day 0 at a price of 1000, a quantity of 10 and a stop loss at 950 the system should should on day 1 show -200. If the price stays above 950 and no ‘sell’ signal comes up, the calculation goes on each day. If thr price goes below 950 the system should show -500 going foward, until a new trade is entered based on a signal.

The signals and all other inputs are already calculated by the system/spreadsheet, I just need a way to backtest historical price data.

Kemahiran: Visual Basic, Pemprosesan Data, Excel, Kejuruteraan Perisian, Python

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( 0 ulasan ) London, United Kingdom

ID Projek: #21748774

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