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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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