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.