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VBA excel - Backtest trading data

Tento projekt byl udělen uživateli nevo1234 za $35 AUD.

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Rozpočet projektu
$10 - $30 AUD
Nabídky celkem
44
Popis projektu

I have a number of excel spreadsheets (all in the same format). In each spreadsheet, each row contains end of day historical price data and a numbers from technical indicators

The columns are OPEN, HIGH, LOW, CLOSE, INDICATOR 1, INDICATOR 2, INDICATOR 3,

I would like you to program a VBA macro to run several strategies (probably less than 5 strategies) on the data.

A strategy is a set of rules to enter and exit trades. For example an entry signal might be: IF moving average value (20 days) > moving average value of (100 days) then BUY a stock.

I will provide the rules to you to code for each strategy.

I would also like information shown such as profit/loss on each trade, total profit loss on the account, number of winning/losing trades, % of winning/losing trades, what % of the total capital is lost at any one time (drawdown) etc.

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