Excel Help - Back test some data
hoping someone can help me out with this no doubt trivial problem
I am trying to back test some data in excel and getting the exit to determine profitability of a trading system is proving quite difficult, hoping someone with better excel skills can help with this .
So I want to enter the position say if the closing price on day 0 is below say the 20 day simple moving average, which is simple I get how to figure that out, but the exit of the system is a little more complicated I want to exit on the first profitable day.
so say the first day after is positive then I would want to exit then at the closing price, if it is not positive I would hold out until day 2 and exit then.If day 2 is positive (from your entry price on the close of day 0) . If day 2 is not positive then is goes to day 3 etc until you get a positive exit or 10 days pass in which case you would just sell and take a loss if that is the case.
I appreciate any input, I have been trying to do this if multiple if statements just cant get there.
I think you can do this in VBA with some programming.
If statement with an "ISERROR" condition to restrict to non-negative might work if you don't want to do VBA.
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