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Strategy Backtesting


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Strategy Backtesting

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 MARATHON5559 
OMAHA ne
 
Experience: Intermediate
Platform: T4
Trading: cl
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So I'm new to a lot of this but not new to trading. I've been working on some new strategies and would like to figure out how to back test easier. My standard back test is pulling data into excel and writing a formula for conditions then manually going through and looking at entries and exits. Takes forever and is really only useful for long term time frames (not day trades). I'm moving into more day trading but need to backtest potential strategies. I trade off T4 but also have access to TOS and Sierra. I know you can back test with Sierra but it's a total mystery to me on how to do it. I'm not a coder but am willing to learn. One strategy I want to test is; using tick range bars enter after 2 or 3 bars in one direction while also using an RSI number as a secondary entry criteria. Exit with a limit or a trailing stop at 1/2 of the limit i.e. 20 tick limit and 10 tick trailing stop. Can anybody give me any ideas on how to get started with back testing on this? Thanks so much.


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 SMCJB 
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I think you'd get a lot more help posting this in the Sierra Chart forum....

https://nexusfi.com/sierra-chart/

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Last Updated on April 8, 2017


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