Backtesting a Trading Strategy with Random Entry and Technical Indicators



In this video I carry out backtests for trading strategies that combine the 34 period SMA and Bollinger Bands with a random entry signal. The trades are all closed using an ATR stop-loss. The results show that technical indicators are effective in improving the profitability of random entry trading signals. How to calculate popular indicators using Excel is the subject of my latest eBook, now available in the Amazon Kindle Store: http://amzn.to/1smFKHr My ebook course on building backtest models in Excel is also available in the Amazon Kindle Store: http://amzn.to/15NDaw4 Follow me on Twitter: https://twitter.com/Tradinformed Facebook: http://on.fb.me/1715mCE Or Google+ https://plus.google.com/+MarkUrsell/ www.tradinformed.com

Comments

  1. thx for subtitles :-)
  2. Mark, I need your help, I am trying to backtest a stochastic strategy in excell, but don't know how to set it up. I am using investools and a stochastic study with what they are calling a "Length:" which I set at 32.  The second value they are calling an "MA" which I am assuming is a moving average which I have set at 5.

    This study mimics the Investools Market FOrcast Intermediate line. 


Additional Information:

Visibility: 1695

Duration: 8m 4s

Rating: 6