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Date/Time: Thu, 09 Jan 2025 08:55:50 +0000



Post From: Back Testing: spreadsheet trading study with various range bar charts info

[2016-07-17 15:21:35]
User94740 - Posts: 333
sc, for the sake of my sanity, after trying various study input settings I am appealing to your knowledge once again and anyone else who can help me regarding backtesting with multiple charts and study settings. I am using a spreadsheet system for trading study. I have three charts to backtest(long-term,mid-term,entry) and from each I have the output data allocated to an individual sheet. The long-term chart output sheet is used for the entries and exits while referencing the other output sheets respective of secondary and tertiary criteria. My challenge is to understand why my entries(stop-limit +/-1) fail, after meeting all criteria, to be filled close to the entry chart's last completed candlestick as well as why each entry candlestick is not entered though the input study is set to multiple entries and up to 100 contracts. The exit criteria fails as well.

I have the following formula to buy or sell in the long-term output sheet based upon the logic that line 4 is indicative of a completed candlestick:

Buy Entry:
=and(e4>b4,ac4>ad4,sheet2!e4>sheet2!b4,sheet2!ac4>sheet2!ad4,sheet3!e4>sheet3!b4,sheet3!ac4>sheet3!ad4)

Buy Entry Exit:
=sheet3!ac4<ad4

Sell Entry:
=and(e4<b4,ac4<ad4,sheet2!e4<sheet2!b4,sheet2!ac4<sheet2!ad4,sheet3!e4<sheet3!b4,sheet3!ac4<sheet3!ad4)

Sell Entry Exit:
=sheet3!ac4>ad4

I hope I have given enough info and please understand and excuse my ignorance of your expansive charting software. thank you.

Screenshot attached of long-term chart's study input settings.
Date Time Of Last Edit: 2016-07-17 15:23:46
imageStudy input settings part1.PNG / V - Attached On 2016-07-17 15:17:09 UTC - Size: 23.53 KB - 261 views
imageStudy input settings part2.PNG / V - Attached On 2016-07-17 15:17:17 UTC - Size: 21.14 KB - 254 views