transition to excel.

I have a 20 day breakout strategy for cable with a 1.5 ATR stop or 200 points, whichevr is greater. I have backtested this manually from 1990-2006. It generated 211 trades with an expectancy of 0.74 and a reliability of 61%. I have not taken into account slippage and the cost of trading - which will make the expectancy much lower. But I would be happy wiht an expectancy of around 0.5 - this system makes its money on 4-5 good trades in a year.

I also used a standard MACD for divergences and a 200d sma for s/r.

The results are all on excel, entered manually. Esignal was used as a datasource, not feeding into excel. I would like to know, if at all, how this strategy can be programmed into excel. My knwledge of excel is basic to say the least

...so any pointers would be helpful, even if its go and read Excel for Dummies...

The ultimate aim is buy some software and do a monte carlo simulation.

Thanks in advance..
CT

Define "program" in this context
You want the whole thing coded in vba and a single cell telling you "BUY"?
OR (the other extreme)
You want a load of formulas on a sheet and you manually enter EoD data?

Either one is perferctly possible.

[QUOTE=A Dashing Blade;365450]Define "program" in this context
You want the whole thing coded in vba and a single cell telling you "BUY"?

Yes, ADB, that is right. Basically, I think I`m refering to coding in VBA. Now, how does one learn ?

Cheers
CT

CT,

Are you looking to calculate the MACD and 200d sma in Excel from the raw data (daily values?) in Excel?

If so, this is very simple without vba.

I would never question DB’s expertise but for yourself, I would suggest doing the calcs directly into an Excel sheet rather than via vba.

Whilst vba has many advantages, it is less intuitive and not necessary for simple calcs/formulae. Further, it will take much longer to learn.

If you wish to learn Excel and/or VBA I would recommend going for out-of-date books, eg Excel 97. These can be picked up for a song compared to the latest versions. The only possible disadvantage is these will not be cutting-edge. However, this is not a disadvantage because they all cover the fundamentals, providing for 99% of anyone’s needs.

For Excel, consider Running Microsoft Excel 97, Dodge, Kinata, Stinson; for VBA, Excel for Windows 95: Power Programming with VBA, J Walkenbach

Grant.

have a look at

http://www.financial-edu.com/ez-file...or-library.php

Jezgw,

For free stuff, do a google advanced search: Excel technical analysis

Here's acouple of examples:

http://ta-lib.org/hdr_lnk.html

http://www.webcabcomponents.com/offi...inancial.shtml

Grant.

Companion spreadsheet to the book 'Technical Analysis from A to Z' by Steven B. Achelis

http://debry.com/a_to_z_companion_spreadsheet.htm

Samuel

Thanks for all your replies guys.

Grantx, do you mean entering the indicatory values into excel myself, or using a formula for them to be worked out ?

Thanks
CT.