Excel based back-testing formulas

Discussion in 'App Development' started by buwa84, Apr 22, 2014.

  1. buwa84

    buwa84

    Hello,
    I want to test a strategy of buying 20day Highs and 52 weeks highs..
    I know how to grab the H L O C from yahoo.

    I need help in the formulas on calculating 20 days high and 52 week H/L
    and i dont know how to write the formula to buy and sell

    Preferable i like buy when it exceed either 20 day or 52 week high and sell at a 4% profit or sell when its 2% loss.

    any ideas

    Thanks in advance
     
  2. Brighton

    Brighton

    I think www.InvestExcel.net has something similar to what you're looking for. If it's not exactly what you want, toss the guy a few bucks and he'll unlock the VBA code.
     
  3. Crispy

    Crispy

    This is timely for me. Thanks for sharing this link with us.
     
  4. lindq

    lindq

    Financially, you're better off not being able to test such a strategy lest you are tempted to engage in it.