Support Board
Date/Time: Wed, 12 Feb 2025 06:50:48 +0000
Post From: Backtesting issue. Time based indicator/ multiple charts and sheets.
| [2020-10-06 03:10:52] |
| User339484 - Posts: 71 |
|
3 charts 3 Spreadsheets. 1. Main chart. 2. VIX historical + Spreadsheet 3. It grabs the last price (not settlement price) by making a time line at 16:59:59 on the second chart and gets the close. When the spreadsheet shows 100 for time line it knows to take the last price at E3 and write it down or post a 0. I then have a reference that takes MOSTRECENTNONZEROVALUE so basically I have a reference of the last price of vix from the previous day when I call Sheet3!S3, it updates each day after market close. 3. /ES similar to VIX + Spreadsheet 2. It grabs the last price (not settlement price) by making a time line at 16:59:59 on the second chart and gets the close. When the spreadsheet shows 100 for time line it knows to take the last price at E3 and write it down or post a 0. I then have a reference that takes MOSTRECENTNONZEROVALUE so basically I have a reference of the last price of ES from the previous day when I call Sheet2!S3, it updates each day after market clos. Back to the main chart. This spreadsheet pulls Sheet3!S3 and Sheet2!S3 and does calculations to get 1 Standard Deviation. This then does the math and writes cells for -1 deviation and +1 deviation. When I go to backtest this and try to use the deviations, it is only using the most recent deviation that is written. So if I test a month ago, its still using todays deviations for some reason. Is something I am trying to do here too complicated for spreadsheet style? Thanks! |