An Easy Way to Use Excel to Backtest a Trading Strategy - Part 1

This video provides an easy way for anyone to backtest a trading strategy. If you are interested in testing your own trading strategies, there are a range of different spreadsheets available on Tradinformed. They come with a free manual to show you how to change and alter the test to suit your strategies. Check out the available backtest models here: http://bit.ly/24T9mz0 My eBook course on building backtest models in Excel is available in the Amazon Kindle Store: http://amzn.to/15NDaw4 Follow us on Social Media: Twitter: http://bit.ly/19etSBO Facebook: http://on.fb.me/1715mCE

Comments

1. Mark, I don't quite understand if you're buying and holding once the price closed above the EMA or if you're buying and then selling again in some particular timeframe... Could you elaborate on this? Thanks!
2. Hello Mark.
   I think its a great idea to work with excel. This make one undestand what is really doing.
   I am verey very new in this matter. What are you doing in the Buy Index colum? Buy in a week and selling the next week? Its the same that buy in the first period and sell in the last ? Thanks in advance
3. Hi, So I have one question. Why did you use the first 19 numbers to create the base for EMA instead of using 20 numbers ?
4. hello i cannot understand one thing how is it possible since you start with 100$ and then the index is going downwards your value to be the same? (although you are not buying, shouldnt your account value getting less?) and each time you buy do you add another 100$ ?
5. hi Mark
   i have watch this video many times and i still dont understand what information to get from it to help me know either to buy/short a trade. i am new to trading and my biggest problem is to extract the information i really need. please advise me.
6. Good that Speed 1.5 exists :)
7. Hi Mark,
   
   Can we backtest a strategy using Force Index ( by Dr. Alexander ) signals in Excel? Please advise.
8. can someone tell me please Why for example u should period of 20 ? what if my data are monthly (from 2007 till 2015) ?
9. One question Mark, shouldn't this EMA crossover strategy have more than one if statement? Because the only thing your If statement did is buy the security but never sell it.
10. Does this means that when not over the EMA all stocks should be sold?
11. i don't work the prices and all the date goes in one colum
12. Thanks for the comment. There is a factor in the model for adjusting the percentage of our capital invested per trade. I think what you are looking for is for an optimisation function to compare these different percentages. If so we could optimise manually by changing the factor. This could be automated and I would be able to do another video showing how this could be added to the spreadsheet.
13. this is great. Mark, could you tell me how to measure the performance of allocation effects? for example, an indicator that increase and decreases the percentage of investment made?