I have a trading log book of about 1k+ trades in excel format. Now I want to finger out what's the most profitable feature combination at the entry time using excel. The problem is that I am not very familiar with those advanced Excel functions.
In the trading log, I have different feature set for different chart of different time frame. When I enter new data, I can choose one value from the dropdown list.
For chart of timeframe A, its feature is (A1, A2, A3), in which A1, A2, A3 are selected from different pre-defined data set.
Also there are timeframe B, its feature is (Bx, By, Bz), in which Bx, By, Bz are selected from different pre-defined data set, which is different to that of timeframe A.
I have timeframe A, B, C & D with the final win/loss data in a row.
Now I want to figure out what combination of (A1, A2, A3, Bx, By, bz, Cm, Cn, Cp) yields the highest win rate. As I using fixed stop loss and profit target, win% is good enough in this study.
How to do this in excel? I am totally lost here. I only know it requires some kind of data mining but got no idea how to do that using advanced excel feature such that it automatically re-calculates upon new data entry.