Using Excel to Back Test Trading Strategies
As a newbie to this board, may I start with "hello everyone"
I'm getting back into trading after some years and was interested in the use of MS Excel for back testing. I picked up the "Using Excel to Back Test Trading Strategies" article from this website via Google and downloaded the ibm.zip file
I spent an hour on it... 15 mins to understand the cell logic which I found most instructive.. and 45 more mins trying to figure out why the Averages and Totals at the bottom of the page were INCORRECT.
I've built lots of Excel spreadsheets over the years and made mistakes too! In the case of this spreadsheet (ibm.zip) it seems the totals / averages are calculated over rows 1 through 253 where they should be rows 2 through 253.
Row 1 is the headers and includes 1,2,3,4,5 for the days of the week (Mon - Fri)which are getting added in to the totals / averages in error.
Thought the author might want to correct it before it's downloaded too many more times
Regards
I'm getting back into trading after some years and was interested in the use of MS Excel for back testing. I picked up the "Using Excel to Back Test Trading Strategies" article from this website via Google and downloaded the ibm.zip file
I spent an hour on it... 15 mins to understand the cell logic which I found most instructive.. and 45 more mins trying to figure out why the Averages and Totals at the bottom of the page were INCORRECT.
I've built lots of Excel spreadsheets over the years and made mistakes too! In the case of this spreadsheet (ibm.zip) it seems the totals / averages are calculated over rows 1 through 253 where they should be rows 2 through 253.
Row 1 is the headers and includes 1,2,3,4,5 for the days of the week (Mon - Fri)which are getting added in to the totals / averages in error.
Thought the author might want to correct it before it's downloaded too many more times
Regards
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