Support Board
Date/Time: Mon, 17 Mar 2025 17:47:00 +0000
Post From: Spreadsheet trading & Backtests
| [2022-08-16 02:33:30] |
| Sawtooth - Posts: 4185 |
|
can you give me an example of what a complicated formula entails?
L3:=OR(AND(E3>=ATR+1price,E3<ATR+2price),E3>=ATR+2price) N3: =OR(AND(E3<=ATR-1price,E3>ATR-2price),E3<=ATR-2price) J83: =IF(AND(J8>0,E3>=ATR+1price,E3<ATR+2price),2,IF(AND(J8>0,E3>=ATR+2price,1,IF(AND(J8<0,E3<=ATR-1price,E3>ATR-2price),2,IF(AND(J8<0,E3<=ATR-2price,1,0)))) This will exit quantity of 2 for T1, and quantity of 1 for T2. This has no stoploss exits. If you include a stoploss in the formulas, they are longer. If you include the formula for each of the ATR prices, the formulas become unmanageable. (You could use separate Formula Columns for each of the ATR prices, then reference them directly.) You have a naked position when using L3/N3 without at least an OCO Attached Order disaster stop. IMO, it's easier to use formulas that the Trade Management by Study study references, plus it has the advantage of having protective working orders. |