After 5 years of development, I am currently running live forward tests for my new swing trading system (over the past 2+ months), whose entries cannot be hard coded. There needs to be a human eye as the entry criteria compares 2 days data which can be anywhere from a few days to a year apart. That said, the exit rules are fairly straight forward, for the most part dealing with straight percentages based on the entry or OHLC, besides the initial stop, recalculated each day at the close. Is there a way a spread sheet which has the following 4 columns completed (symbol, entry date, entry price and initial stop) could read data from Yahoo or Worden's Stockfinder (or some other data source) and complete the spread sheet, posting the exits on the spread sheet or in a readable file (and how difficult would said coding be)? I would like to run it for the previous year and possible as far back as May 2011. Thanks for any advice.
There is nothing that a human can do with data series that a computer cannot do. The opposite is false. Some guys here will program your system in 10 minutes.
The system itself is easy to code as most of it is simple, straight forward math. The issue is two fold. 1 - The entries come from a scan on 1 web site while the data must come from another source and the actual backtesting (probably in Excel) would involve a third program. 2 - The entry itself cannot be coded as it requires some (all be it a very minimal amount of) discretion. I have it coded to give me entries using StockFetcher, and after 2+ years I have given up trying to get Worden's Stockfinder to find the entries. Even with Stockfetcher, I get 30 hits and only have 3-4 solid ones that adhere to all the criteria. Similar to divergence, the rules can be written down but the actual coding is nearly impossible to get 100%. I am sure there are people that can code it in a few minutes. If I pull out the entries (date, symbol, size and entry price along with the initial stop) into a spread sheet, any help creating a spread sheet that can read this data from 1 spread sheet (or tab within 1 spread sheet), go through the rules and pull the data from another source, would be greatly appreciated.