Recent content by krapdad

I learnt the high level language by first using the facility to program using the option to simply add conditions, this is the first option when you select new probacktest. For example put in some simple conditions like buy when close crosses over 20 period MA and Sell when it crosses under. It...

Thats it then, can you believe i am using two MA's one for reducing position or building position by 1 bet and another for changing the direction of the bet totally regardless of the size of the position. Optimising both around 21 and 23, I'm going to use 22 for both, i know it makes sense...

Good stuff Adamus. I have followed your thread with interest whilst plodding on facing similar problems with data handling and multiple variables and curve fitting; though my weapons of choices are excel and IG backtest facility, also only look at either FTSE or EURUSD working a basket as you do...

I use IG spreadbet and backtest facility. The backtest facility allows you to trigger your entries and exits on either open close or I think even midprice at various timeframes. This keeps your strategy implementation simple. To include the spread there is a seperate secion in the backtest...

That makes sense, probably the 64k line limit of excel 2003. Not a major problem for me now, I can easily copy a second array below the first one, i am currently working on 7 years of FTSE 10min data which equates to just over 90,000 lines. Thanks again for taking the time to help me with this...

Thanks again, I followed your instructions and the array formula is working. I really must spend more time reading up on these, can you believe i have manually programmed every MA under the sun from simple to Hull together with ADX and bollinger into excel, all available through TA lib as array...

Thanks, I have tried this before spent days trying to get it to work. Just downloaded it again I get the file into the folder with other add ins and the template comes up allowing me to put the parameters in but TA-Lib does not appear on the addin ribon and I get #N/A in the cells. Tried...

Has anyone successfully implemented a PSAR indicator in excel? I have trawled the net and think i understand the formula but simply cannot get it correct in excel for current backtesting. Trying to do it without a macro which I guess needs formulas in several columns for extreme high, extreme...

Just the job, Many thanks cd

Hi, Trying to get to grips with probacktester in IG. Does anyone know is it feasible to placerepeated Buy or Sell orders based upon the time of day ie at 12:30 every day. IF TIME = 123000 THEN BUY 1 SHARES AT MARKET ENDIF The above will place the order once at the first instance of 12:30...