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

[@MrBGeonzon]

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.

[@MarkUrsell]

Bryan Geonzon Thank you very much for your comments. I am about to start a new series of videos looking at trading strategies.

[@shamuom]

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.

[@willfahmy1]

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!

[@MarkUrsell]

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.

[@MarkUrsell]

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.

[@MarkUrsell]

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!

[@MotinQ]

Hello Mark, Thanks by the great job helping us to understand how the indicators are formed. I was looking for the way that Tradingview, Binance, Coinmarketcap and another exchanges calculate ATR, and I discovered that them use RMA instead SMA, so after some 40 periods, we can get the same result applying the following formula in ATR: 1) Factor is 1/Period, 2) then ATR in L15 and following cells must be: K15*Factor+L14*(1-Factor). I hope that this information help who need it.

[@ivanklful]

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.....

[@rupafitzgerald3124]

Hey thanks for doing all this thinking for me. I wasn't looking forward to doing it myself.

[@MarkUrsell]

rupa fitzgerald Thanks for commenting. I'm glad you found it useful.

[@flaxion10]

Thank you for sharing. This was a very helpful lesson!

[@irontrader50]

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!!

[@Tjypelyps]

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

[@nitilanchan7787]

Hi Mark, Thank you for the video. Further, Can you help on ATR trailing stop loss calculation for intraday trading i.e. for lower time frame like 3 min, 5 min, 15 min, etc. It would be great help. Regards

[@MarkUrsell]

Hi Nitil, you calculate the ATR the same on the lower timeframes. You would use the high, low and closing prices as shown in the video.

[@jordanrieser2703]

@9:05 there is a new table of numbers that weren't included in your video where can I find those at to include in my excel?

[@ivanklful]

Thank you very,very much for this awesome video!

[@MarkUrsell]

+Ivan Vrzogic Thank you for commenting Ivan!

[@DannyPops]

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?

[@bond211098]

Hello We are not closing the positions on a weekly basis? What if I want to do it on a daily timeframe and close out the positions at EOD.

[@dominikknapik7990]

where can i get this spreadsheet

[@ericlim5237]

Hi mark, may i know the formula of percentage profit per annum?

[@evgenymakar4777]

Thank you very much !

[@nakiohnil]

Is it possible to use excel to do automated trading? thanks

[@tudanmeke]

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!

[@MarkUrsell]

đan tử Hi, I calculate drawdown using the formula: =1-(BL25/MAX(BL$4:BL25)) In this case Column BL is the equity balance. So the formula keeps a running check of the highest point and then calculates the percentage difference between the current price and the highest point. I then use =Max(BL:BL) to find out the highest drawdown.

[@tudanmeke]

***** thank you for your answer. i tried and did it. once a again, thanks for your sharing , your videos are every useful to me.

[@billmietelski]

Bill was here.

[@TheFedosso]

What is the difference between IF AND and IF IF in one formula?

[@fitnesspoint2006]

if back testing worked you would be a billionaire trading instead of being a silly youtuber