Use Excel to Backtest a Trading Strategy using an ATR Stop-loss

This video gives more information about including an ATR stop-loss into a trading strategy. It shows how we can then backtest this strategy. It also includes how to calculate the ATR. Tradinformed has a range of backtesting spreadsheets available. Become a better trader by testing your existing strategies and developing new ones. 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 Please note, there are now full and accurate captions of the video available by clicking CC. To read the accompanying article and formulas: http://bit.ly/1Ud8bHj Follow me on Social Media! Twitter: http://bit.ly/19etSBO Facebook: http://bit.ly/21J2Iae

Comments

1. why did you stagger the abs of High - previous close on cell I5, and current low - previous close on cell J5, when you put the high - low on cell H4? what is the purpose?
2. Hi mark, may i know the formula of percentage profit per annum?
3. Thanks, Mark. I have been trading in HK for many years and I am recently trying to model my strategy. This might be a good start point to validate my algo in historical data.
4. Based on the strategy you posted here, I've done one a little bit additional backtesting for stock markets, for indices SP500, DAX and FTSE100. You posted the strategy "Buy above EMA", so I added to my spread sheet "Selling below EMA", for short position when price action is below EMA. If you or anyone else is interesting for the results I can post them here. I'm working on FOREX trend following strategy right now.....
5. Thank you very,very much for this awesome video!
6. Hello Mark Ursell,
   You have done a tremendous job. your tutorials are full of knowledge and self explanatory. It would be great if you can provide videos tutorials on back testing with quarterly or monthly re-balancing strategies. We all are looking forward to have a tutorial from you on back-testing with re-balancing.
7. Hello Mark,
   Thank you for some very good videos!
   There are something I do not understand. At approx. 4:50 minutes in the video you calculate the Max Weekly drawdown. First you calculate this as L - PC, but then you change it to PC - L with the explanation "That we want to put it in a positive value, so it matches up with the ATR". However, when you calculate it like this you dont get at positive value, you would get a positive value if you used ABS().
   I know that you are much more experienced than me, so I dont necessarily think you are wrong, but I would like to know why you do it like this?
   Kind regards
   Simon
8. excuse me, can you tell me how to calculate drawdown ? i didn't see you show it in here. meanwhile , i can't find out the exactly formular in the internet. hope your answer soon. thank you!
9. Thank you for not hiding your formulas.
   I'm a fairly new FX trader ~2 years now and this is one of the best excel spreadsheets videos I've seen so far. I wish I had this when I first started you are a life saver.
   I will also subscribe to your channel and binge watch every single video you uploaded.
   Again Thank You for sharing your experience.
10. Hey thanks for doing all this thinking for me. I wasn't looking forward to doing it myself.
11. Thank you for sharing. This was a very helpful lesson!
12. Hi Mark, thank your for these videos! I've learned a lot watching these. I still struggle mostly with the mechanics of excel. Would you have any samples of some very basic samples of the concept behind using excel to add and subtract based on indicators?
13. Is it possible to use excel to do automated trading? thanks
14. Hi, I haven't made the spreadsheets available at the moment but the video is pretty easy to follow. I'm working on a new Backtesting with Excel course and will release information here when it is ready.
15. Thanks for the feedback. I've just put up a new video on calculating the MACD in excel and the next video will show a backtest of a MACD strategy. I'll try to look at Relative Strength next!
16. where can i get this spreadsheet
17. Nice and cristal clear explanation. Your excel backtesting videos are excellent! I would appreciate if you could give some ideas about how developing Relative Strenght strategies using excel. Thanks!!
18. Glad you liked the video! Once you have learned the formulas it's much easier to program different strategies. I will be posting some more videos soon.
19. Thank you! This was very clear and easy to understand for excel noobs like myself. You have no idea how much time you saved me. Again thank you!