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by simonbook
August 10th, 2009, 4:10 pm
Forum: Programming and Software Forum
Topic: Backtesting in excel
Replies: 6
Views: 41026

Backtesting in excel

<t>It helps immensely, thank you.Yes you will need some type of lookback check in one of your columns. This can be done easily by just referencing the row preceding it. If the value in the past is set then do this else this. So when you have a buy/sell signal the test will know and trigger the event...
by simonbook
August 8th, 2009, 6:09 am
Forum: Trading Forum
Topic: Forex data feed question
Replies: 7
Views: 38706

Forex data feed question

<t>FermionI dont think volume is not noted. If you look at Interactive Brokers, my fx broker now, their exchange is Idealpro, and you get volume information upto DOM 5. Funnily enough I used to trade with TS and Gain capital is their broker obviously - but I never had any access to volume data.ALern...
by simonbook
August 8th, 2009, 6:02 am
Forum: Programming and Software Forum
Topic: Backtesting in excel
Replies: 6
Views: 41026

Backtesting in excel

Lastly - in order for the signal (buy/sell) to actually do the work do I have to use the Lookback function or something equivalent ?Otherwise just having the signal is pointless.ThanksSimple(Simon).
by simonbook
August 7th, 2009, 12:41 pm
Forum: Programming and Software Forum
Topic: Backtesting in excel
Replies: 6
Views: 41026

Backtesting in excel

<t>Thanks muchly diamond marine. Compared to you guys I am an utter xl noob.A couple of Qs 1) The nested if function you mention - is that the one you have written for column G ?2) Do I have to construct a ddl to import the data into excel real time if I want to paper trade it ? Any clues as to how ...
by simonbook
August 7th, 2009, 9:01 am
Forum: Programming and Software Forum
Topic: Backtesting in excel
Replies: 6
Views: 41026

Backtesting in excel

<t> Hello new here, trading fx futures and cash for a while now. I had a question regarding backtesting an efficiency ratio (ER = price change in last 10 days/ sum of price change each of 10days) weighted exponential moving average based strategy in excel. I can download the data and then calculate ...