Thread: backtesting

Hey guys,

Does anybody have any experience with or knowledge about backtesting? I want to backtest a few strategies and experiment with variables such as position sizing, and various exit strategies. If anybody has some good resources to explain how to do it, or can chat with me on messenger or skype sometime about it, I would greatly appreciate it.

Originally Posted by mattman

Hey guys,

Does anybody have any experience with or knowledge about backtesting? I want to backtest a few strategies and experiment with variables such as position sizing, and various exit strategies. If anybody has some good resources to explain how to do it, or can chat with me on messenger or skype sometime about it, I would greatly appreciate it.

Hey Matt,

Here's some good info on back testing.

Definition of backtesting
Additional info

Shoot

hey mat,

i tried backtesting using just excel when i was trying to figure out a systematic trading concept.. Im not a pro when it comes to using VBA but i am proficient when it comes to the plain excel concepts which is what i used to back test certain strategies with different variables such as MM and all that stuff..

Its a rigorous process if you want to backtest without using the VBA as my excel files started to exceed over 50 mbs +..
If you have a good grasp with Excel and/or VBA you should be able to do it.. if not you could always pay someone to do it..

heres one developer - Excel VBA tools for stock options and futures trading.
he offers custom VBA projects ...

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