How to Backtest A Trading Strategy in Excel

[@MarkUrsell]

▶ Time Stamps 0:00 Start 0:45 The Backtest Model Template 1:20 Historical Price Data 2:00 Adding a Technical Indicator (EMA) 4:05 Adding the Stochastic Oscillator 7:15 Adding the ATR 10:12 The Trade Entry Logic (Long Trades) 13:40 The Trade Entry Logic (Short Trades) 17:10 Strategy Results 18:20 Finding the Best Settings 20:00 Trade Exit Logic 22:55 More Information

[@RedPillTrades]

Brilliant, was looking for a decent book on this, thanks for the help!

[@jjkosinski]

Thank you. Reading your ebook & other things you have on your web page. Very useful. Gave you like & subbed. Thank you mate. GREAT JOB!!!

[@jjkosinski]

Like#82

[@rrodriguesds]

Hi Mark - which of the templates being offered in your website is the one you used in this video?

[@hamidpourmohammadnobari1821]

Thanks Bro Good Luck

[@byomkesh3226]

hi nice video ..... please make some videos on calculating real volatility ...........

[@luis91yr]

do you have the tamplante ? please

[@javedasyed]

Good evening, I bought Swing Trading Excel Backtest Model, Can I test my own entry criteria and test stops and profit based on ATR.Thanks

[@raphaelmok712]

NTS: a small %K means that the closing price is farther away from the recent highs (14-day period) relatively to the recent lows (14-day period) a high %K means that the closing price is nearer to the recent highs (14-days period) relatively to the recent lows (14-day period) 200-EMA: AVG of 200 day closing prices

[@elfinzilla]

Hi Mark, I'm interested in testing a non-discretionary SMA crossover stratergy in excel. Do you have a e-book/excell template that will allow me to do so? Thanks

[@MarkUrsell]

+elfinzilla Hi, if you would like a guide to backtesting using Excel my eBook, How to Backtest a Trading Strategy in Excel might be helpful.

[@darthforexvader7201]

Hi mark, thanks for your vid.pols if you have already mentioned it - but whats your trading timeframes with this strategy please? also you mentioned a 43 percent success rate, is there anything you would adapt to this or do you consider that sometimes manual entry and exit might be considered in waves timeframes markets?

[@MarkUrsell]

Hi, thanks for commenting. The strategy is tested on the daily timeframe. There are many possible adaptions to this strategy. I always recommend that people refine the strategy to suit their trading styles and philosophy. If you don't like the Stochastic Oscillator you could try Bollinger Bands instead. If you like a higher win rate you could have a shorter profit target. If you want to trade the biggest trends then you could remove the profit target and just trade with a trailing stop.

[@darthforexvader7201]

Thanks for your reply mark! very rich with info

[@keepcalm6870]

Mark! Just tried to draw up my own and struggled. I need some help. Kijun-sen, %R RVGI and ssl.

[@MarkUrsell]

The latest versions of my 21 Technical Indicators & Candlesticks Spreadsheets (new formulas & descriptions) are available for instant download in my Spring Store: teespring.com/stores/tradinformed

[@Henry1405]

The Tradeinformed website is messed up. (overlapping text and pics). Can't place order for Advanced backtest Model excel spreadsheet. Please advise alternative link.

[@MarkUrsell]

Thanks for letting me know Henry. Sorry about the slow response. There was a conflict with a plugin that caused the CSS to get messed up.

[@nicholasherrera1785]

Hey Mark, I appreciate the video. I am currently looking to record the amount of times the ticks reach a number. I am using live data and want to know how many times it reaches a certain point in a session. Could you help me with this? Also, I am looking to record how the /YM moves when the tick reaches a certain point, probability of a trade working out in these conditions, avg movement, etc. I am having a hard time finding specific info online. Looking forward to your reply.

[@MarkUrsell]

Hi Nicholas, sorry for the slow response. I'm sure there is a good solution to this. Feel free to contact me here and I will help if I can: www.tradinformed.com/contact/

[@richardholanek7285]

Hello Mark, is backtesting with Excel faster than with MT5 and MQL5? Thank you.

[@valls2258]

Hi, Mark! Could this trading strategy be applied for bitcoin?

[@MarkUrsell]

Hi Vall, I've not tested this strategy on BTC. I like breakout strategies on cryptos because of the big swings. I tested BTC in 2020 in this video: kzbin.info/www/bejne/rXyTqYSDg7Rpes0

[@rakeshd19]

Hello Mark, Great video. Was very helpful. Can you make a video on the logics for the other fields marked under the long and Short Section in the excel ?

[@MarkUrsell]

+Rakesh Dayalan Hi, Yes, no problem, good idea.

[@rishikasaraff3123]

@@MarkUrsell hey, could you share the link for the long short section video?

[@jishnuravindra]

@@MarkUrsell Hello, it would be extremely helpful if you could share it.

[@jishnuravindra]

Did you get the logic @Rakesh Dayalan?

[@georgedouglas7567]

Which backtesting product is this that I can buy on your website?

[@Joaniemoser]

Is it possible to test a multiple time frame strategy like this?

[@MarkUrsell]

Hi Josh, thanks for the comment. Yes it is possible but it takes a little bit of programming. An easy way around it might be to scale up the indicator. For example, if you want a 12-26 weekly MACD, you could multiply by 5 and use a 60-130 daily MACD. If you want the exact weekly timeframe data then I would calculate both timeframes separately and then match up the dates in the spreadsheet. You could use a function like Index-Match to get the dates the same. I will get a video recorded soon showing how to do this.

[@deandevilliers2799]

Yes this is possible using VBA. I use a simple for loop that iterates through the initial data set, then on specific conditions being met you can then run a second for loop through the other time frame data set, and you can get what you are after.

[@michaellai0216]

Sir, what does the 0.01 factor stand for?

[@anshsvlogs8540]

How can I add leverage in?

[@MrJaymase24]

where do you get your historical data? Looking for data for commodities and currencies.

[@MarkUrsell]

+MrJaymase24 Hi there, If you trade currencies one of the best sources of data is MT4. You can open an account for free and download the historic data straight from the platform. Many MT4 brokers also offer CFDs on indices, commodities and stocks. You can usually get prices for gold, silver and oil via MT4. Yahoo Finance has a huge range of markets on the daily, weekly and monthly timeframes.

[@ezcondition]

investopedia

[@abdullfattahalghurbani7299]

Hi Mark, I couldn't find your Book :(

[@TheKotoGaming]

where can i download your template?

[@MarkUrsell]

Hi there, thanks for commenting, I have a number of different backtesting spreadsheet options on Tradinformed.com

[@TheKotoGaming]

Can you link you because they are no where to be found, thank you!

[@MarkUrsell]

No problem, you can try this page: wp.me/P32qmZ-17p to give you an idea of the different options that are available.

[@SungDW]

i cant find anywhere to download all it says that contact us?

[@SupremeSkeptic]

Why are there 2 columns for "Long Profit Target Hit" -- T and AD 2 columns for "Long stop Loss Hit" -- U and AE 2 Columns for "Long reversal" -- V and AG Etc What are the functions of the duplicate columns?

[@MarkUrsell]

Great question Brandon. The first column checks the logic and gives a signal, the second column reads the signal and then calculates the P/L. Doing it this way makes it easier to read and follow the logic. But you could save space and consolidate them into one column

[@juggernautuci8253]

Much convenient than python in back testing

[@MarkUrsell]

Yes, Excel lets you get closer to the numbers.

[@itslike123]

Damn how many hours spent on that ? I can imagine years of development

[@Griffatron3000]

This is assuming that previous results influence future results, which is not true

[@billmietelski]

Bill was here...