Backtesting Model

[Maxel]

Hi All,

At the moment I am playing in Excel and trying to make my own Technical Analyse model for stock exchange [AEX]. Just for fun and it helps ME to learn more about Excel.

First of all, I have set up some indicators which will give a signal of buying/selling. Now I am trying to find out, how to backtest my model.

Therefore I am asking you people if you have help me of show me a direction. Please keep in mind, I am not realy into excel [YET] and please don't start on visual basic, that's a bridge to far for me.

I would like to know the following:

1. How many trades have been made (Long or Short)
2. Profit/Lost made

Hopefully you people can help me out and let me know if you I have to do someting. Unfortunately I cannot attach my sheet to show you what I am trying to achieve.

Thanks

Max

 

[mole999]

this forum is full to bursting with pulling data from stock pages, to building the financial tables, to analysing profit, loss, stocks etc, just need a little search, even in the last few days. As for your sheet, at the top of the forum is four stickies, that give information on how to's

 

[Maxel]

Correct but I was still figuring it out because some links were/are unavailable.

Secondly, I did a search on the forum and I have the data, got the signals, got a chart but my problem is backtesting which I could not find. However, will have another look

 

[Volar]

I love backtesting in Excel... but tradestation is great

 

[John Caines]

Hi Volar,,
You asked;
How many trades have been made (Long or Short)???????
If you had a column For Example Col A ;;; Range A1:A100 with the words, Long & Short In,,,
you could use the codes;

=COUNTIF($A$1:$A$100,"Long")
&
=COUNTIF($A$1:$A$100,"Short")

Cell B1 could be used for the Longs
Cell C1 for the shorts

Not sure if this is what you mean??
Anyway,,
Hope it helps

All the Best
John Caines

 

[John Caines]

Re: You cannont attach a sheet

As to attaching your sheet Volar,,
maybe use a free account for file hosting?
Dropbox is good,, & So is Box.net

http://www.dropbox.com/
92gig of free storage)

http://www.box.net/
https://www.box.net/signup
(At the Moment 5gig of free storage)


Alternatively,,,,
You can use some HTML Makers for the forum;
http://www.mrexcel.com/vbaddin.shtml
Or Try;;;
Richard Schollar's Board html maker!
(You need to PM Him for download I think)

Hope this helps you Volar
All the best
John Caines

 

[John Caines]

Sorry,, I see I mistyped Dropbox storage,,
Not 92gig,,,, 2 gig
Sorry,, for the typo