Support Board
Date/Time: Fri, 28 Feb 2025 17:47:31 +0000
[Programming Help] - How to simulate P/L based on spreadsheet of past trade alerts
View Count: 453
[2021-08-08 17:14:49] |
User218711 - Posts: 4 |
Hi, I am wondering if it is possible to do this in Sierra: The purpose is to assess a trader that has made a number of calls in the past on a number of stocks and options. I would have a spreadsheet with a list of stocks and options trading signals. Some prices would be defined in absolute terms and some would be needed to be looked up. For example: Date instrument quantity price 01/01/2021 TSLA +100 Market open 01/03/2021 TSLA -100 Market open 01/05/2021 CL Call 50 strike +2 8.00 01/05/2021 CL Call 50 strike -2 20.00 01/10/2021 SPY -100 300.00 01/12/2021 SPY +100 290.00 Then run these historical trade alerts and see what the execution price was, the profit or loss for each trade and the account equity curve |
[2021-08-24 08:01:40] |
User218711 - Posts: 4 |
Dear Support, please can you respond?
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