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Date/Time: Fri, 20 Sep 2024 03:52:41 +0000



Post From: Back testing - Parabolic Indicator

[2013-05-11 20:54:39]
Polarisstar - Posts: 10
Hi,

I am struggling to back test the Parabolic Indicator by applying the Trading System for Automated Trading.

My objectives:
Generate Market Buy order for XAUUSD when Parabolic signal crosses Price signal from above.
Close Long position when Parabolic signal crosses Price Signal from below and instantly generate Sell order.

or

Generate Market sell order for XAUUSD when Parabolic signal crosses Price signal from below.
Close Short position when Parabolic signal crosses Price Signal from above and instantly generate Buy order.

Test profitability of Parabolic Indicator for both scenarios.

I have conducted a 5 day automated trading back test. For illustration purposes please find enclosed an MS Excel workbook containing a Back Test Log, Formula Source Sheet and Trade Service Log. It looks like that my "Buy Entry", "Buy Exit (Sell)", "Sell Entry" and "Sell Exit (Buy)" formulas are incorrect. Formulas are shown in the comment boxes of enclosed Formula Source Sheet.

Grateful if I could get support (Plain English would be great as I am a Sierra Chart Newbie :>)).
Thx

Date Time Of Last Edit: 2013-05-11 20:55:33
attachmentParabolic Backtesting files.xlsx - Attached On 2013-05-11 20:38:41 UTC - Size: 623.48 KB - 857 views